Simulation of stochastic differential equations through the local linearization method. A comparative study

DOI10.1023/A:1004504506041zbMath0952.60068OpenAlexW1540934537MaRDI QIDQ1809688

J. C. Jimenez, Tohru Ozaki, Isao Shoji

Publication date: 27 January 2000

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1004504506041

zbMATH Keywords

stochastic differential equationsnumerical solutionlocal linearization method

Mathematics Subject Classification ID

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