A non-standard-Euler–Maruyama scheme (Q2804523)
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scientific article; zbMATH DE number 6575452
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A non-standard-Euler–Maruyama scheme |
scientific article; zbMATH DE number 6575452 |
Statements
A non-standard-Euler–Maruyama scheme (English)
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29 April 2016
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finite difference
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stochastic scheme
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Euler-Maruyama
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domain invariance
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