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Simulation of stochastic processes using graphics hardware - MaRDI portal

Simulation of stochastic processes using graphics hardware (Q634086)

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scientific article; zbMATH DE number 5934987
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English
Simulation of stochastic processes using graphics hardware
scientific article; zbMATH DE number 5934987

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    Simulation of stochastic processes using graphics hardware (English)
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    2 August 2011
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    generalized Langevin equation
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    stochastic simulation
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    high performance computing
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    graphics processing unit acceleration
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    numerical examples
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    correlated Brownian motionl
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    stochastic integro-differential equation
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