Pages that link to "Item:Q5697313"
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The following pages link to Method for simulating non-linear stochastic differential equations in ℝ<sup>1</sup> (Q5697313):
Displaying 4 items.
- Simulation of stochastic differential equations through the local linearization method. A comparative study (Q1809688) (← links)
- Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations (Q1927795) (← links)
- In-Probability Approximation and Simulation of Nonlinear Jump-Diffusion Stochastic Differential Equations (Q3757084) (← links)
- Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process (Q4915855) (← links)