scientific article; zbMATH DE number 4034804

MaRDI QIDQ3774677zbMATH OpenFDO

Authors Chon Ul Kim

Publication date 1988

zbMATH Keywords

discretization of the time intervalmultiple integralstochastic integral equation

Mathematics Subject Classification ID

Stochastic integral equations (60H20) Monte Carlo methods (65C05)

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• A simulation of integral and derivative of the solution of a stochastici integral equation

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