Numerical solutions of linear stochastic differential equations (Q1324320): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/0898-1221(94)90050-7 / rank | |||
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| Property / OpenAlex ID: W2014987629 / rank | |||
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| Property / cites work: Q4404205 / rank | |||
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| Property / cites work: Linear stochastic systems with constant coefficients. A statistical approach / rank | |||
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| Property / cites work: A survey of numerical methods for stochastic differential equations / rank | |||
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| Property / cites work: Numerical Treatment of Stochastic Differential Equations / rank | |||
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| Property / cites work: Q5514782 / rank | |||
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Latest revision as of 16:04, 22 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solutions of linear stochastic differential equations |
scientific article |
Statements
Numerical solutions of linear stochastic differential equations (English)
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24 May 1994
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algorithm
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linear Ito stochastic differential equations
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Monte Carlo method
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Runge-Kutta method
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