Numerical solution of random differential models
From MaRDI portal
Publication:409810
DOI10.1016/j.mcm.2010.12.037zbMath1235.65008MaRDI QIDQ409810
Rafael Company, L. Villafuerte, Lucas Jodar, Juan-Carlos Cortés
Publication date: 15 April 2012
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mcm.2010.12.037
65C05: Monte Carlo methods
60H25: Random operators and equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations