Exact finite-difference schemes for \(d\)-dimensional linear stochastic systems with constant coefficients

DOI10.1155/2013/830936zbMath1397.65018DBLPjournals/jam/JiangJLF13OpenAlexW2037209701WikidataQ59004709 ScholiaQ59004709MaRDI QIDQ1791338

Dan Liu, Xiaofeng Ju, Shaoqun Fan, Peng Jiang

Publication date: 10 October 2018

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/830936

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference and finite volume methods for ordinary differential equations (65L12)

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