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scientific article; zbMATH DE number 919343 - MaRDI portal

scientific article; zbMATH DE number 919343

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Publication:4889013

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zbMath0859.60055MaRDI QIDQ4889013

Grigori N. Milstein

Publication date: 20 November 1996

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

zbMATH Keywords

convergence theorems weak approximation of solutions of stochastic differential equations Dirichlet problem for parabolic equations

Mathematics Subject Classification ID

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

Related Items (3)

Simulation of diffusions by means of importance sampling paradigm ⋮ Numerical analysis of noise-induced regular oscillations ⋮ Simulation of a space-time bounded diffusion

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