Simulation of a random differential equation
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Publication:3813020
DOI10.2514/3.20288zbMath0663.60052WikidataQ115227663 ScholiaQ115227663MaRDI QIDQ3813020
Publication date: 1988
Published in: Journal of Guidance, Control, and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2514/3.20288
65C05: Monte Carlo methods
34F05: Ordinary differential equations and systems with randomness
60H99: Stochastic analysis
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