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Numerical Solution of SDE Through Computer Experiments
Home
Publications
Numerical Solution of SDE Through Computer Experiments
Numerical Solution of SDE Through Computer Experiments
PK
Peter E. Kloeden
Peter E. Kloeden
EP
Eckhard Platen
Eckhard Platen
HS
Henri Schurz
Henri Schurz
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1 January 1994
book
Published by
Springer Nature
in
Universitext
https://doi.org/10.1007/978-3-642-57913-4
Abstract
No abstract available
Keywords
COMPUTER EXPERIMENT
SDE
DISCRETE TIME APPROXIMATIONS
HIGHER ORDER NUMERICAL SCHEMES
NUMERICAL SIMULATION
NUMERICS
STATISTICS
STOCHASTIC TAYLOR EXPANSION
STOCHASTIC DIFFERENTIAL EQUATIONS
Cited by 229 articles