IFSM Representation of Brownian Motion with Applications to Simulation (Q5434321)
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scientific article; zbMATH DE number 5223207
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | IFSM Representation of Brownian Motion with Applications to Simulation |
scientific article; zbMATH DE number 5223207 |
Statements
IFSM Representation of Brownian Motion with Applications to Simulation (English)
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4 January 2008
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Euler scheme
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Kac-Siegert/Karnounen-Loeve series
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iterated function systems with maps
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IFSM trajectory
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stochastic differential equations
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