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scientific article; zbMATH DE number 1203376 - MaRDI portal

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Publication:4209600

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zbMath0912.60068MaRDI QIDQ4209600

Olga Štikonienẹ, Raimondas Čiegis

Publication date: 11 February 1999

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

approximation methods Monte Carlo simulation stochastic algorithms diffusion equations random number generation simulation studies error behaviour

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Applications to the sciences (65Z05) Probabilistic methods, stochastic differential equations (65C99)

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