An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox (Q2700009)
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scientific article; zbMATH DE number 7676509
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox |
scientific article; zbMATH DE number 7676509 |
Statements
An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox (English)
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20 April 2023
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iterated stochastic integral
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Lévy area
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stochastic simulation
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Julia
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\textsc{Matlab}
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software toolbox
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stochastic differential equation
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stochastic partial differential equation
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