A Method of Second-Order Accuracy Integration of Stochastic Differential Equations
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Publication:3855918
DOI10.1137/1123045zbMath0422.60048OpenAlexW2028047679MaRDI QIDQ3855918
Publication date: 1979
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1123045
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic approximation (62L20)
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