Stratonovich–Taylor expansion and numerical methods<sup>∗</sup> (Q4022597)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stratonovich–Taylor expansion and numerical methods<sup>∗</sup> |
scientific article |
Statements
Stratonovich–Taylor expansion and numerical methods<sup>∗</sup> (English)
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17 January 1993
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Stratonovich-Taylor series
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stochastic process
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stochastic differential equations
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Euler method
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Heun-Maruyama method
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