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zbMath0752.60043MaRDI QIDQ4004325

Eckhard Platen, Peter E. Kloeden

Publication date: 18 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Itô integral predictor-corrector methods stochastic numerical methods Stratonovich integral stochastic Taylor series stochastic Euler method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Probabilistic methods, stochastic differential equations (65C99)

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