Numerical integration of stochastic differential equations. (Q1963638): Difference between revisions
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| Property / cites work: A Method of Second-Order Accuracy Integration of Stochastic Differential Equations / rank | |||
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| Property / cites work: The numerical solution of stochastic differential equations / rank | |||
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| Property / cites work: Numerical Integration of Stochastic Differential Equations / rank | |||
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| Property / cites work: Numerical Integration of Stochastic Differential Equations-II / rank | |||
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| Property / cites work: Numerical Treatment of Stochastic Differential Equations / rank | |||
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| Property / cites work: Numerical Integration of Multiplicative-Noise Stochastic Differential Equations / rank | |||
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| Property / cites work: Q3223595 / rank | |||
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Latest revision as of 12:43, 29 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical integration of stochastic differential equations. |
scientific article |
Statements
Numerical integration of stochastic differential equations. (English)
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2 February 2000
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numerical treatment
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order of convergence
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generation of random numbers
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