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scientific article
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scientific article

    Statements

    author
    Eckhard Platen
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    publication date
    18 September 1992
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    zbMATH Keywords
    Itô integral
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    Stratonovich integral
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    stochastic Taylor series
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    stochastic Euler method
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    predictor-corrector methods
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    stochastic numerical methods
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    65C99
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    65-02
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    60-02
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    zbMATH DE Number
    54145
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