Numerical Treatment of Stochastic Differential Equations (Q3960061): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/0719041 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1991239884 / rank | |||
Normal rank | |||
Latest revision as of 00:10, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Treatment of Stochastic Differential Equations |
scientific article |
Statements
Numerical Treatment of Stochastic Differential Equations (English)
0 references
1982
0 references
order of convergence
0 references
Heun's method
0 references
Euler's method
0 references
explicit Runge-Kutta schemes
0 references
Ito stochastic differential equation
0 references
uniform convergence
0 references
