Simulation de trajectoires de processus continuous

MaRDI QIDQ4962326zbMATH OpenFDO

Authors Frédéric Planchet, Pierre-E. Thérond

Publication date 2 November 2018

Full work available at URL https://arxiv.org/abs/1001.1909

zbMATH Keywords

Euler and Milstein schemesindirect inference estimationmixed torus random number generatorsimulationtime discrete approximation

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

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