مرکز منطقه ای اطلاع رساني علوم و فناوري - On weak approximations of (a, b)-invariant diffusions Original Research Article

Title of article :

On weak approximations of (a, b)-invariant diffusions Original Research Article

Author/Authors :

Vigirdas Mackevi?ius، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

To page :

Keywords :

Stochastic differential equation , Weak approximation , Euler and Milstein approximations , Split-step schemes

Journal title :

Mathematics and Computers in Simulation

Serial Year :

2007

Journal title :

Mathematics and Computers in Simulation

Record number :

854517

Link To Document :