Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation (Q1433391)
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scientific article; zbMATH DE number 2075670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation |
scientific article; zbMATH DE number 2075670 |
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Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation (English)
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15 June 2004
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Monte Carlo method
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one-step scheme
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Milstein scheme
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Itô integrals
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