A Method of Second-Order Accuracy Integration of Stochastic Differential Equations (Q3855918)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A Method of Second-Order Accuracy Integration of Stochastic Differential Equations
scientific article

    Statements

    A Method of Second-Order Accuracy Integration of Stochastic Differential Equations (English)
    0 references
    0 references
    0 references
    1979
    0 references
    0 references
    stochastic differential equations
    0 references
    approximate methods of integration
    0 references
    0 references