The numerical solution of stochastic differential equations

DOI10.1017/S0334270000001405zbMath0359.60081OpenAlexW2072118886MaRDI QIDQ4131405

Robert A. Pearson, Peter E. Kloeden

Publication date: 1977

Published in: The Journal of the Australian Mathematical Society. Series B. Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0334270000001405

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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