Numerical methods for simulation of stochastic differential equations
type: Item
instance of: scholarly article
title: Numerical methods for simulation of stochastic differential equations
zbMATH Open document ID: 1445.60050
author: Mustafa Bayram
author: Tugcem Partal
author: Gulsen Orucova Buyukoz
published in: Advances in Difference Equations
publication date: 2019-01-17T00:00:00Z
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 7002828
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: Monte Carlo methods
zbMATH Keywords: Euler-Maruyama method
zbMATH Keywords: Milstein method
MaRDI profile type: Publication
full work available at URL: s13662-018-1466-5
OpenAlex ID: W2784042114
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DOI: 10.1186/S13662-018-1466-5
description: scientific article; zbMATH DE number 7002828