Numerical study of interacting particles approximation for integro-differential equations-Reference-Cited by-同舟云学术

Numerical study of interacting particles approximation for integro-differential equations

Published:2005-07 Issue:2 Volume:206 Page:706-726
ISSN:0021-9991
Container-title:Journal of Computational Physics
language:en
Short-container-title:Journal of Computational Physics

Author:

Stanescu Dan,Kim Dongjin,Woyczynski Wojbor A.

Publisher

Elsevier BV

Subject

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

Reference22 articles.

1. Numerical solution of stochastic differential equations;Kloeden,1999

2. Numerical solution of SDE through computer experiments;Kloeden,1997

3. Numerical methods for stochastic control problems in continuous time;Kushner,2000

4. Stochastic numerics for mathematical physics;Milstein,2004

5. Stochastic differential equations – An introduction with applications;Oksendal,2003

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