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"A change of measure enhanced near exact Euler Maruyama scheme for the ..."

Tapas Tripura et al. (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-08-27

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2108-10655
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  - https://dblp.org/rec/journals/corr/abs-2108-10655
Tapas Tripura, Mohammad Imran, Budhaditya Hazra, Souvik Chakraborty:
A change of measure enhanced near exact Euler Maruyama scheme for the solution to nonlinear stochastic dynamical systems. CoRR abs/2108.10655 (2021)

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