Ito's theorem and stochastic simulation
type: Item
instance of: scholarly article
title: Ito's theorem and stochastic simulation
zbMATH Open document ID: 0549.60055
DOI: 10.1088/0305-4470/17/6/015
published in: Journal of Physics A: Mathematical and General
publication date: 1984-01-01T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C99
zbMATH DE Number: 3876330
zbMATH Keywords: coupled stochastic differential equations
zbMATH Keywords: Langevin equations
zbMATH Keywords: numerical integration of Langevin equations
zbMATH Keywords: Ito's theorem
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1088/0305-4470/17/6/015
OpenAlex ID: W2091384699
description: scientific article