Numerical integration of stochastic differential equations: weak second-order mid-point scheme for application in the composition PDF method. (Q1873366)
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scientific article; zbMATH DE number 1913914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical integration of stochastic differential equations: weak second-order mid-point scheme for application in the composition PDF method. |
scientific article; zbMATH DE number 1913914 |
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Numerical integration of stochastic differential equations: weak second-order mid-point scheme for application in the composition PDF method. (English)
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20 May 2003
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Composition PDF method
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Stochastic differential equations
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