Efficient Simulation of Stochastic Differential Equations Based on Markov Chain Approximations With Applications Article Swipe

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Zhenyu Cui , Justin Kirkby , Duy Nguyen ·

YOU? · · 2020 · Open Access · · DOI: https://doi.org/10.2139/ssrn.3665661

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Markov chain Applied mathematics Stochastic differential equation Chain (unit) Approximations of π Mathematics Computer science Mathematical optimization Physics Statistics Astronomy

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Type: article
Language: en
Landing Page: https://doi.org/10.2139/ssrn.3665661
OA Status: green
Cited By: 5
Related Works: 10
OpenAlex ID: https://openalex.org/W3139343083

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OpenAlex ID: https://openalex.org/W3139343083

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DOI: https://doi.org/10.2139/ssrn.3665661

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Title: Efficient Simulation of Stochastic Differential Equations Based on Markov Chain Approximations With Applications

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Type: article

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Language: en

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Publication year: 2020

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Publication date: 2020-01-01

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Authors: Zhenyu Cui, Justin Kirkby, Duy Nguyen

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Landing page: https://doi.org/10.2139/ssrn.3665661

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OA URL: https://doi.org/10.2139/ssrn.3665661

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Concepts: Markov chain, Applied mathematics, Stochastic differential equation, Chain (unit), Approximations of π, Mathematics, Computer science, Mathematical optimization, Physics, Statistics, Astronomy

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Cited by: 5

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Citations by year (recent): 2020: 1, 2019: 4

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