Numerical Integration of Multiplicative-Noise Stochastic Differential Equations (Q3706475): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Set OpenAlex properties.
 
(One intermediate revision by one other user not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1137/0722069 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1970994680 / rank
 
Normal rank

Latest revision as of 01:39, 20 March 2024

scientific article
Language Label Description Also known as
English
Numerical Integration of Multiplicative-Noise Stochastic Differential Equations
scientific article

    Statements

    Numerical Integration of Multiplicative-Noise Stochastic Differential Equations (English)
    0 references
    0 references
    0 references
    1985
    0 references
    Ito stochastic differential equation
    0 references
    numerical examples
    0 references
    Runge-Kutta method
    0 references
    Wiener processes
    0 references
    Error estimates
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references