Publication:2998465
From MaRDI portal
zbMath1217.65010MaRDI QIDQ2998465
John A. D. Appleby, Cónall Kelly, Aleksandra Rodkina
Publication date: 18 May 2011
stochastic differential equation; discrete-time model; stochastic difference equation; finite-time explosion
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
65L12: Finite difference and finite volume methods for ordinary differential equations
39A50: Stochastic difference equations
