On the variance of the estimate of the functional of the diffusion process in a domain with a reflecting bounry (Q5882864)
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scientific article; zbMATH DE number 7668683
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the variance of the estimate of the functional of the diffusion process in a domain with a reflecting bounry |
scientific article; zbMATH DE number 7668683 |
Statements
On the variance of the estimate of the functional of the diffusion process in a domain with a reflecting bounry (English)
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29 March 2023
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diffusion process
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variance of Monte Carlo method estimation
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stochastic differential equations
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reflecting boundary
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Euler method
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