scientific article; zbMATH DE number 3992567
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Publication:4720492
zbMATH Open0613.60058MaRDI QIDQ4720492
Publication date: 1986
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Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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Discrete approximation of stochastic differential equations ⋮ Improved bounds for discretization of Langevin diffusions: near-optimal rates without convexity ⋮ On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes ⋮ Unnamed Item ⋮ Semi-discrete approximations for stochastic differential equations and applications ⋮ Asymptotic minimax estimation in nonlinear stochastic differential equations from discrete observations ⋮ The optimal discretization of stochastic differential equations ⋮ Optimal pointwise approximation of SDEs based on Brownian motion at discrete points
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