scientific article; zbMATH DE number 1398658
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Publication:4937426
zbMath0942.65005MaRDI QIDQ4937426
Publication date: 2 August 2000
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
numerical methodsstochastic differential equationsstochastic integrationIto formulamean square convergenceEuler and Milstein methods
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)
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