Strong approximation for Itô stochastic differential equations (Q3456104)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong approximation for Itô stochastic differential equations |
scientific article |
Statements
11 December 2015
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stochastic differential equations
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strong approximation
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Runge-Kutta methods
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comparison of methods
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Itô method
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Milstein method
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Stratonovic method
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numerical result
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Strong approximation for Itô stochastic differential equations (English)
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