Ito's theorem and stochastic simulation (Q3341615)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ito's theorem and stochastic simulation |
scientific article |
Statements
Ito's theorem and stochastic simulation (English)
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1984
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coupled stochastic differential equations
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Langevin equations
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numerical integration of Langevin equations
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Ito's theorem
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