Discretization and simulation of stochastic differential equations
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Publication:760095
DOI10.1007/BF01438265zbMATH Open0554.60062MaRDI QIDQ760095FDOQ760095
Publication date: 1985
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Recommendations
Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical methods for initial value problems involving ordinary differential equations (65L05)
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