Numerical approximation of diffusions in \(\mathbb {R}^d\) using normal charts of a Riemannian manifold (Q2507672)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical approximation of diffusions in \(\mathbb {R}^d\) using normal charts of a Riemannian manifold |
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Numerical approximation of diffusions in \(\mathbb {R}^d\) using normal charts of a Riemannian manifold (English)
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5 October 2006
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stochastic differential equations on manifolds
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Milstein numerical schemes
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numerical approximation of stochastic differential equations
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