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Publication:3073587
zbMath1221.65021MaRDI QIDQ3073587
L. Villafuerte, Lucas Jodar, Juan-Carlos Cortés
Publication date: 11 February 2011
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
convergencenumerical examplespower series methodMonte Carlo approximationsrandom linear differential equations
Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear first-order PDEs (35F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)