A Numerical Analysis of Some First Order Stochastic Initial Value Problems
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Publication:4061876
DOI10.1137/0127014zbMath0305.65042MaRDI QIDQ4061876
William E. Boyce, Werner E. Kohler
Publication date: 1974
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0127014
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
34F05: Ordinary differential equations and systems with randomness
65L05: Numerical methods for initial value problems involving ordinary differential equations
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