scientific article; zbMATH DE number 846975

zbMATH Open0851.60056MaRDI QIDQ4864800

Ioan Asiminoaei

Publication date: 17 November 1996

Title of this publication is not available (Why is that?)

zbMATH Keywords

numerical computationone-dimensional diffusion processMilstein schemesplitting up methodItô differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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