scientific article; zbMATH DE number 1494214

MaRDI QIDQ4497368zbMATH OpenFDO

Authors Shuya Kanagawa

Publication date 9 April 2001

zbMATH Keywords

Monte Carlo simulationsItô's stochastic differential equationsEuler-Maruyama type approximate solutions

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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