Numerical Integration of Multiplicative-Noise Stochastic Differential Equations (Q3706475): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q743546 |
Changed an Item |
||
| Property / author | |||
| Property / author: Wesley P. Petersen / rank | |||
Normal rank | |||
Revision as of 18:21, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Integration of Multiplicative-Noise Stochastic Differential Equations |
scientific article |
Statements
Numerical Integration of Multiplicative-Noise Stochastic Differential Equations (English)
0 references
1985
0 references
Ito stochastic differential equation
0 references
numerical examples
0 references
Runge-Kutta method
0 references
Wiener processes
0 references
Error estimates
0 references
