Algorithmadvanced
Euler-Maruyama method
Also called stochastic Euler method.
Euler scheme for SDEs with a Brownian increment per step, strong order 1/2.
Euler scheme for SDEs with a Brownian increment per step, strong order 1/2.
About this page
The build computes these levels from the evidence in the repository. Each row says what the next level needs. Read what the levels mean.
| Ladder | Level | What the next level needs |
|---|---|---|
| Human proof | H0 no proof |
|
| Lean | L0 no Lean part |
|
| Visual | V0 none |
|
| Writing | W0 stub |
|
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