Approximate Integration of Stochastic Differential Equations

DOI10.1137/1119062zbMath0314.60039OpenAlexW2027140414WikidataQ29399368 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

Mathematics Subject Classification ID

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

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