49 research outputs found
A new higher-order weak approximation scheme for stochastic differential equations and the Runge–Kutta method
A NEW SIMULATION METHOD OF DIFFUSION PROCESSES APPLIED TO FINANCE (6th Workshop on Stochastic Numerics)
On the Discrepancy of the -Adic van der Corput Sequence
The -adic \mbox{van der Corput} sequence is constructed. When satisfies some conditions, the order of discrepancy of the sequence become or