Numerical integration of stochastic differential equations.
type: Item
instance of: scholarly article
title: Numerical integration of stochastic differential equations.
zbMATH Open document ID: 1086.60513
DOI: 10.1007/BF01015322
author: Yanyan Li
published in: Journal of Statistical Physics
publication date: 2000-02-02T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 82-08
Mathematics Subject Classification ID: 82B80
zbMATH DE Number: 1397692
zbMATH Keywords: numerical treatment
zbMATH Keywords: order of convergence
zbMATH Keywords: generation of random numbers
MaRDI profile type: Publication
cites work: A Method of Second-Order Accuracy Integration of Stochastic Differential Equations
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cites work: Numerical Integration of Multiplicative-Noise Stochastic Differential Equations
cites work: Q3223595
cites work: Q5585021
description: scientific article; zbMATH DE number 1397692