Semi-implicit Euler-Maruyama approximation for noncolliding particle systems (Q2192737)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Semi-implicit Euler-Maruyama approximation for noncolliding particle systems
scientific article

    Statements

    Semi-implicit Euler-Maruyama approximation for noncolliding particle systems (English)
    0 references
    0 references
    0 references
    17 August 2020
    0 references
    implicit Euler-Maruyama approximation
    0 references
    noncolliding particle systems
    0 references
    rate of convergence
    0 references
    0 references
    0 references
    0 references

    Identifiers