A Review of Recent Results on Approximation of Solutions of Stochastic Differential Equations (Q2909979)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Review of Recent Results on Approximation of Solutions of Stochastic Differential Equations |
scientific article |
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A Review of Recent Results on Approximation of Solutions of Stochastic Differential Equations (English)
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7 September 2012
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Euler-Maruyama scheme
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Kusuoka scheme
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Milshtein scheme
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weak approximations
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stochastic equations
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