ICIAM/GAMM 95 Applied Stochastics Optimization

DOI10.1002/ZAMM.19960761312zbMATH Open0925.60062OpenAlexW2241883307MaRDI QIDQ4389484FDOQ4389484

Authors:

Publication date: 8 November 1999

Published in: ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/zamm.19960761312

Mathematics Subject Classification ID

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

Cited In (1)

• A non-standard-Euler-Maruyama scheme

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