Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations

Journal article

Nawaf Bou-Rabee and Eric Vanden-Eijnden

Memoirs of the American Mathematical Society, Vol.256(1228), pp.1-136

11/2018

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Title: Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations
Creators: Nawaf Bou-Rabee
Eric Vanden-Eijnden
Publication Details: Memoirs of the American Mathematical Society, Vol.256(1228), pp.1-136
Date published: 11/2018
Academic Unit: Mathematical Sciences (FASC)
Language: English
Resource Type: Journal article
Identifiers: 991031665601904646