On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method
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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
Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)
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