Weak Approximation of Solutions of Systems of Stochastic Differential Equations
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Publication:3729770
DOI10.1137/1130095zbMath0596.60060OpenAlexW4250750844MaRDI QIDQ3729770
Publication date: 1986
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1130095
Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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