Variances of estimates of a diffusion process functional and its derivatives with respect to parameters (Q3654455)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variances of estimates of a diffusion process functional and its derivatives with respect to parameters |
scientific article |
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Variances of estimates of a diffusion process functional and its derivatives with respect to parameters (English)
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6 January 2010
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stochastic differential equations
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diffusion process
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variances of estimates
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Euler's method
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parabolic boundary value problem
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numerical experiments
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