scientific article; zbMATH DE number 942351

zbMath0869.62003MaRDI QIDQ4714471

Frank Steinert, Claudia Pohl, Otto Moeschlin, Eugen Grycko

Publication date: 6 November 1996

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

zbMATH Keywords

diffusion processesbirth-and-death processesDirichlet-problemsimulation of stochastic differential equationssimulation of Wiener processes

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Monte Carlo methods (65C05) Brownian motion (60J65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Software, source code, etc. for problems pertaining to probability theory (60-04)

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Universal codes as a basis for time series testing

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