Method for simulating non-linear stochastic differential equations in ℝ<sup>1</sup> (Q5697313)
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scientific article; zbMATH DE number 2214680
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Method for simulating non-linear stochastic differential equations in ℝ<sup>1</sup> |
scientific article; zbMATH DE number 2214680 |
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Method for simulating non-linear stochastic differential equations in ℝ<sup>1</sup> (English)
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17 October 2005
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diffusion processes
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statistical simulation methods
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simulation-based methods
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transition density estimation
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