Algorithmic solution of stochastic differential equations
From MaRDI portal
Publication:1662550
DOI10.3390/a3030216zbMath1461.65008OpenAlexW1985321567MaRDI QIDQ1662550
Publication date: 20 August 2018
Published in: Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/a3030216
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30)
Cites Work
This page was built for publication: Algorithmic solution of stochastic differential equations