Subject
Applied Mathematics,Computational Mathematics
Reference23 articles.
1. Numerical methods for strong solutions of stochastic differential equations: an overview;Burrage;Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci.,2004
2. Numerical solution of stochastic differential equations;Kloeden,1992
3. Stochastic numerics for mathematical physics;Milstein,2004
4. An introduction to numerical methods for stochastic differential equations;Platen,1999
5. Stability analysis of numerical schemes for stochastic differential equations;Saito;SIAM J. Numer. Anal.,1996
Cited by
72 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献