On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method

From MaRDI portal
Publication:901418

DOI10.1515/cmam-2015-0028zbMath1329.65015arXiv1309.3189OpenAlexW2963245941MaRDI QIDQ901418

Nikolaos Halidias, Ioannis S. Stamatiou

Publication date: 12 January 2016

Published in: Computational Methods in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.3189




Related Items (13)






This page was built for publication: On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method