Discrete approximation of stochastic differential equations
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Publication:2897875
DOI10.1007/BF03322558zbMath1242.65011MaRDI QIDQ2897875
Publication date: 16 July 2012
Published in: SeMA Journal (Search for Journal in Brave)
Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (3)
Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs ⋮ Some derivative-free solvers for numerical solution of SODEs ⋮ Characterization of bistability for stochastic multistep methods
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