Approximate Integration of Stochastic Differential Equations

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Publication:4074188


DOI10.1137/1119062zbMath0314.60039WikidataQ29399368 ScholiaQ29399368MaRDI QIDQ4074188

G. N. Mil'shtejn

Publication date: 1974

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1119062


60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)


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