Computer simulations of multiplicative stochastic differential equations-Reference-Cited by-同舟云学术

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Computer simulations of multiplicative stochastic differential equations

Published:1991-03 Issue:1 Volume:93 Page:144-170
ISSN:0021-9991
Container-title:Journal of Computational Physics
language:en
Short-container-title:Journal of Computational Physics

Author:

Drummond P.D,Mortimer I.K

Publisher

Elsevier BV

Subject

Computer Science Applications,Physics and Astronomy (miscellaneous),Applied Mathematics,Computational Mathematics,Modeling and Simulation,Numerical Analysis

Reference31 articles.

1. Stochastic Differential Equations: Theory and Applications;Arnold,1974

2. Lectures on Stochastic Processes;Ito,1960

3. Numerical Integration of Stochastic Differential Equations

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