Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noises
type: Item
instance of: scholarly article
title: Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noises
zbMATH Open document ID: 0888.60047
DOI: 10.1137/S1064827594278575
author: M. V. Tretyakov
author: Grigori N. Milstein
published in: SIAM Journal on Scientific Computing
publication date: 1998-02-10T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65L99
Mathematics Subject Classification ID: 65C99
zbMATH DE Number: 1116410
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: small noises
zbMATH Keywords: computer simulation
MaRDI profile type: Publication
full work available at URL: s1064827594278575
OpenAlex ID: W2021426723
description: scientific article; zbMATH DE number 1116410