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Analysis of estimation accuracy of the first moments of a Monte Carlo solution to an SDE with Wiener and Poisson components

Analysis of estimation accuracy of the first moments of a Monte Carlo solution to an SDE with Wiener and Poisson components

Artemiev, S. S.; Yakunin, M. A.
  • 期刊名称Numerical Analysis and Applications
  • 作者Artemiev, S. S.; Yakunin, M. A.
  • 卷第9卷
  • 期第1期
  • 印刷ISSN1995-4239
  • 电子ISSN1995-4247
  • 文件大小883.73KB
  • 发表时间2016-1
  • DOI10.1134/S1995423916010031
  • 页码24-33
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