scientific article; zbMATH DE number 1494214
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Publication:4497368
zbMath0958.60060MaRDI QIDQ4497368
Publication date: 9 April 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Monte Carlo simulationsItô's stochastic differential equationsEuler-Maruyama type approximate solutions
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)
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Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods ⋮ Confidence intervals of discretized Euler-Maruyama approximate solutions of SDE's
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