scientific article; zbMATH DE number 2210612

MaRDI QIDQ5693872zbMATH OpenFDO

Authors Mikhail A. Marchenko, G. A. Mikhaĭlov

Publication date 28 September 2005

zbMATH Keywords

Euler methodfunctionalMonte Carlo methodphase spacestochastic differential equationstrajectory

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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Cited in

(1)

• scientific article; zbMATH DE number 4211202 (Why is no real title available?)

Describes a project that uses

Uses Software

• MONC

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