Numerical integration of stochastic differential equations with variable diffusivity (Q4721620)
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scientific article; zbMATH DE number 3995016
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical integration of stochastic differential equations with variable diffusivity |
scientific article; zbMATH DE number 3995016 |
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Numerical integration of stochastic differential equations with variable diffusivity (English)
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1986
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stochastic differential equations
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white noise
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Runge-Kutta method
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diffusion equation
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