Name
Title | ||
|---|---|---|
A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary |
Year | DOI | Venue |
|---|---|---|
2000 | 10.1515/mcma.2000.6.2.81 | Monte Carlo Meth. and Appl. |
Keywords | Field | DocType |
local time,stochastic differential equation | Differential equation,Runge–Kutta method,Order of accuracy,Mathematical optimization,Exponential integrator,Mathematical analysis,Numerical partial differential equations,Stochastic differential equation,Stochastic partial differential equation,Numerical stability,Mathematics | Journal |
Volume | Issue | Citations |
6 | 2 | 0 |
PageRank | References | Authors |
0.34 | 0 | 1 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Erika Hausenblas | 1 | 20 | 6.19 |