scientific article; zbMATH DE number 5983913

zbMATH Open1230.60073MaRDI QIDQ3099415FDOQ3099415

Authors: Luis A. Salomón Hernández, Rolando Biscay Lirio 

Publication date: 1 December 2011

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic differential equationsWiener noiseadditive semimartingalesconvergence in ucp

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cited In (4)

• The local linearization method for numerical integration of random differential equations
• Approximation of continuous time stochastic processes by the local linearization method revisited
• A simple algebraic expression to evaluate the local linearization schemes for stochastic differential equations
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