Publication:3618396
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zbMath1163.65004MaRDI QIDQ3618396
Lili Ju, Weidong Zhao, Li Tian
Publication date: 31 March 2009
Full work available at URL: http://www.math.ualberta.ca/ijnam/Volume-5-2008/No-4-08/2008-04-08.pdf
65C20: Probabilistic models, generic numerical methods in probability and statistics
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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