دورية أكاديمية
Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations
| العنوان: | Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations |
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| المؤلفون: | Andersson, Patrik, Kohatsu-Higa, Arturo, Yuasa, Tomooki |
| المصدر: | In Stochastic Processes and their Applications September 2020 130(9):5543-5574 |
| قاعدة البيانات: | ScienceDirect |
Full Text Finder | تدمد: | 03044149 |
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| DOI: | 10.1016/j.spa.2020.03.016 |