Numerical Integration of Multiplicative-Noise Stochastic Differential Equations (Q3706475): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:10, 5 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
