Shooting Methods for Numerical Solution of Stochastic Boundary-Value Problems (Q3158180)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shooting Methods for Numerical Solution of Stochastic Boundary-Value Problems |
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Shooting Methods for Numerical Solution of Stochastic Boundary-Value Problems (English)
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20 January 2005
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Euler method
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convergence
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shooting method
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boundary value problem
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system of Stratonovich stochastic differential equations
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initial value problems
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Itô stochastic differential equations
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Milstein method
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numerical results
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