Efficient numerical schemes for the approximation of expectations of functionals of the solution of a S.D.E., and applications
- 5 October 2005
- book chapter
- Published by Springer Nature
- p. 294-313
- https://doi.org/10.1007/bfb0006577
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Équations du filtrage non linéaire de la prédiction et du lissageStochastics, 1982
- Simulation and the Monte Carlo MethodPublished by Wiley ,1981
- A Method of Second-Order Accuracy Integration of Stochastic Differential EquationsTheory of Probability and Its Applications, 1979