Pages that link to "Item:Q3451723"
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The following pages link to On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter (Q3451723):
Displaying 3 items.
- Analysis of some discretization schemes for constrained stochastic differential equations (Q2427236) (← links)
- Discrétisation d'une équation différentielle stochastique et calcul approché d'espérances de fonctionnelles de la solution (Q3813265) (← links)
- The optimal discretization of stochastic differential equations (Q5938583) (← links)