A modification of numerical methods for stochastic differential equations with the first integral
From MaRDI portal
Publication:5043022
DOI10.15372/SJNM20190301MaRDI QIDQ5043022
Konstantin A. Rybakov, Tatiana A. Averina
Publication date: 26 October 2022
Published in: Сибирский журнал вычислительной математики (Search for Journal in Brave)
Full work available at URL: http://mathnet.ru/eng/sjvm713
manifold; numerical methods; stochastic differential equations; projection; first integral; statistical modeling
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