Discretization of stochastic differential equations. Application to simulation. Stochastic numerical methods for partial differential equations (Q2702620)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretization of stochastic differential equations. Application to simulation. Stochastic numerical methods for partial differential equations |
scientific article |
Statements
24 September 2001
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Euler method
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parabolic equation
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Monte Carlo method
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stochastic particle methods
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probabilistic numerical methods
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Lyapunov exponent
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simulation of stochastic processes
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partial differential equations
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Discretization of stochastic differential equations. Application to simulation. Stochastic numerical methods for partial differential equations (English)
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