Monte Carlo estimates of the solution of a parabolic equation and its derivatives made by solving stochastic differential equations (Q1421543)
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scientific article; zbMATH DE number 2032879
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo estimates of the solution of a parabolic equation and its derivatives made by solving stochastic differential equations |
scientific article; zbMATH DE number 2032879 |
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Monte Carlo estimates of the solution of a parabolic equation and its derivatives made by solving stochastic differential equations (English)
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26 January 2004
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Parabolic equation
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stochastic differential equation
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parametric derivative
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Euler method
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diffusion process
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system of stochastic differential equations
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0.91819847
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0.91014636
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