Numerical approximation of diffusions in \(\mathbb {R}^d\) using normal charts of a Riemannian manifold
type: Item
instance of: scholarly article
title: Numerical approximation of diffusions in \(\mathbb {R}^d\) using normal charts of a Riemannian manifold
zbMATH Open document ID: 1101.58023
author: Paul Malliavin
author: Ana Bela Cruzeiro
published in: Stochastic Processes and their Applications
publication date: 2006-10-05T00:00:00Z
Mathematics Subject Classification ID: 58J65
zbMATH DE Number: 5060565
zbMATH Keywords: stochastic differential equations on manifolds
zbMATH Keywords: Milstein numerical schemes
zbMATH Keywords: numerical approximation of stochastic differential equations
MaRDI profile type: MaRDI publication profile
full work available at URL: j.spa.2006.02.004
OpenAlex ID: W2080930962
Wikidata QID: Q115341184
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DOI: 10.1016/J.SPA.2006.02.004
description: scientific article; zbMATH DE number 5060565