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scientific article; zbMATH DE number 711262
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scientific article; zbMATH DE number 711262

    Statements

    publication date
    15 January 1995
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    zbMATH Keywords
    mean-square approximation
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    stochastic differential equations
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    systems
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    Ito integrals
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    Monte-Carlo computation
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    Wiener integrals
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    Runge-Kutta type methods
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    implicit methods
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    monograph
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    Identifiers

    Mathematics Subject Classification ID
    65C99
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    65-02
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    65L05
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    60H10
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    34F05
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    zbMATH DE Number
    711262
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