Numerical Methods in the Weak Sense for Stochastic Differential Equations with Small Noise (Q4377550)
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scientific article; zbMATH DE number 1116303
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Methods in the Weak Sense for Stochastic Differential Equations with Small Noise |
scientific article; zbMATH DE number 1116303 |
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Numerical Methods in the Weak Sense for Stochastic Differential Equations with Small Noise (English)
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10 February 1998
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weak approximation
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small noise
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computer simulation
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Monte Carlo methods
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