Variance Reduction for Simulated Diffusions (Q4320758)
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scientific article; zbMATH DE number 718780
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance Reduction for Simulated Diffusions |
scientific article; zbMATH DE number 718780 |
Statements
Variance Reduction for Simulated Diffusions (English)
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2 May 1995
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initial value problems
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Monte-Carlo methods
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stochastic differential equations
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numerical methods
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Itô stochastic differential equations
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Funke-Shevlyakov-Haussmann integral representation theorem
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