Publication:3048009
From MaRDI portal
zbMath0413.60056MaRDI QIDQ3048009
Wolfgang Wagner, Eckhard Platen
Publication date: 1978
Wiener process; discrete time approximations for the solution of Ito equations; numerical treatment of stochastic differential equations
65C20: Probabilistic models, generic numerical methods in probability and statistics
62L20: Stochastic approximation
60H20: Stochastic integral equations
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