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scientific article; zbMATH DE number 5049841 - MaRDI portal

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Publication:5482357

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zbMath1097.65010MaRDI QIDQ5482357

F. M. Buchmann, Wesley P. Petersen

Publication date: 28 August 2006

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

zbMATH Keywords

convergence numerical experiments stopped diffusions Euler updates

Mathematics Subject Classification ID

Diffusion processes (60J60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)

Related Items (1)

A posteriori error analysis and adaptivity for high-dimensional elliptic and parabolic boundary value problems

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