Approximation of continuous time stochastic processes by a local linearization method (Q4372696): Difference between revisions

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+Numerical Solution of Stochastic Differential Equations with Constant Diffusion Coefficients
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+Q3330343
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+Asymptotically Efficient Runge-Kutta Methods for a Class of Itô and Stratonovich Equations
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+Numerical Treatment of Stochastic Differential Equations
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+Estimation for nonlinear stochastic differential equations by a local linearization method<sup>1</sup>
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+Estimation for diffusion processes from discrete observation
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+Publication:4372696