Efficient discretisation of stochastic differential equations
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Publication:5086518
DOI10.1080/17442508.2019.1666131zbMath1490.60156arXiv1506.05680OpenAlexW2270941298MaRDI QIDQ5086518
Publication date: 5 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.05680
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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