Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

An asymptotically efficient difference formula for solving stochastic differential equations

2 references·5 citing·25 second hop

FromToDepth

this work references cited by second hop

References

1976Stochastic Differential Equations and Applications1,378 cited
2005Efficient numerical schemes for the approximation of expectations of functionals of the solution of a S.D.E., and applications106 cited

Cited by

1988Monte carlo evaluation of functionals of solutions of stochastic differential equations. variance reduction and numerical examples40 cited
1996Exact convergence rate of the Euler-Maruyama scheme, with application to sampling design35 cited
2008Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion34 cited
1989Undiased monte carlo estimators for functionals of weak solutions of stochastic diffretial equations26 cited
1998Exact solutions and doubly efficient approximations of jump-diffusion itô equations26 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work