A General Implicit Splitting for Stabilizing Numerical Simulations of Itô Stochastic Differential Equations (Q4210288)
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scientific article; zbMATH DE number 1200919
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A General Implicit Splitting for Stabilizing Numerical Simulations of Itô Stochastic Differential Equations |
scientific article; zbMATH DE number 1200919 |
Statements
A General Implicit Splitting for Stabilizing Numerical Simulations of Itô Stochastic Differential Equations (English)
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21 September 1998
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Monte Carlo method
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implicit splitting
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stability
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Itô stochastic differential equation
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