Numerical solution of stochastic differential equations by second order Runge-Kutta methods (Q636478): Difference between revisions

@@ Property / author @@
-Morteza Khodabin
@@ Property / author: Morteza Khodabin / rank @@
-Normal rank
@@ Property / author @@
-Khosrow Maleknejad
@@ Property / author: Khosrow Maleknejad / rank @@
-Normal rank
@@ Property / author @@
-Madjid Rostami
@@ Property / author: Madjid Rostami / rank @@
-Normal rank
@@ Property / author @@
-Mostafa Nouri
@@ Property / author: Mostafa Nouri / rank @@
-Normal rank
@@ Property / author @@
+Morteza Khodabin
@@ Property / author: Morteza Khodabin / rank @@
+Normal rank
@@ Property / author @@
+Khosrow Maleknejad
@@ Property / author: Khosrow Maleknejad / rank @@
+Normal rank
@@ Property / author @@
+Madjid Rostami
@@ Property / author: Madjid Rostami / rank @@
+Normal rank
@@ Property / author @@
+Mostafa Nouri
@@ Property / author: Mostafa Nouri / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.mcm.2011.01.018
+Normal rank
@@ Property / OpenAlex ID @@
+W1988169074
@@ Property / OpenAlex ID: W1988169074 / rank @@
+Normal rank
@@ Property / cites work @@
+Population growth as a nonlinear stochastic process
+Normal rank
@@ Property / cites work @@
+Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation
+Normal rank
@@ Property / cites work @@
+A survey of numerical methods for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4319807
@@ Property / cites work: Q4319807 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solution of random differential equations: a mean square approach
+Normal rank
@@ Property / cites work @@
+Mean square numerical solution of random differential equations: Facts and possibilities
+Normal rank
@@ Property / cites work @@
+Random differential equations in science and engineering
+Normal rank
@@ Property / cites work @@
+Q3995065
@@ Property / cites work: Q3995065 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Q3244676
@@ Property / cites work: Q3244676 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:636478