Multiscale Integration Schemes for Jump-Diffusion Systems (Q3183331)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiscale Integration Schemes for Jump-Diffusion Systems |
scientific article |
Statements
Multiscale Integration Schemes for Jump-Diffusion Systems (English)
0 references
19 October 2009
0 references
jump-diffusion processes
0 references
multiscale integration schemes
0 references
averaging
0 references