Abstract
We consider stochastic processes
Acknowledgements
The author expresses gratitude to Professor Yury Kozachenko for valuable discussions.
References
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© 2019 Walter de Gruyter GmbH, Berlin/Boston
Articles in the same Issue
- Frontmatter
- A computational investigation of the optimal Halton sequence in QMC applications
- Gillespie algorithm and diffusion approximation based on Monte Carlo simulation for innovation diffusion: A comparative study
- Wavelet-based simulation of random processes from certain classes with given accuracy and reliability
- Parallel MCMC methods for global optimization
- A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion
- Quasi-Monte Carlo method for solving Fredholm equations
- Generation of k-wise independent random variables with small randomness
- A random walk on small spheres method for solving transient anisotropic diffusion problems
Articles in the same Issue
- Frontmatter
- A computational investigation of the optimal Halton sequence in QMC applications
- Gillespie algorithm and diffusion approximation based on Monte Carlo simulation for innovation diffusion: A comparative study
- Wavelet-based simulation of random processes from certain classes with given accuracy and reliability
- Parallel MCMC methods for global optimization
- A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion
- Quasi-Monte Carlo method for solving Fredholm equations
- Generation of k-wise independent random variables with small randomness
- A random walk on small spheres method for solving transient anisotropic diffusion problems