Numerical solution of differential equations with colored noise
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Publication:1906436
DOI10.1007/BF02179457zbMath0839.60058OpenAlexW2010687750MaRDI QIDQ1906436
Publication date: 16 June 1996
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02179457
Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, stochastic differential equations (65C99)
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