Local linearization method for the numerical solution of stochastic differential equations (Q1373252): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4404205 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3764976 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3359644 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5719651 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A survey of numerical methods for stochastic differential equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4004325 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Continuous Markov processes and stochastic equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4043889 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Asymptotically Efficient Runge-Kutta Methods for a Class of Itô and Stratonovich Equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4839955 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Simulation of stochastic differential equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3881612 / rank | |||
Normal rank |
Latest revision as of 20:11, 27 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Local linearization method for the numerical solution of stochastic differential equations |
scientific article |
Statements
Local linearization method for the numerical solution of stochastic differential equations (English)
0 references
20 January 2003
0 references
local linearization
0 references
0 references