An efficient spectral method for the numerical solution to some classes of stochastic differential equations-Reference-Cited by-同舟云学术

An efficient spectral method for the numerical solution to some classes of stochastic differential equations

Published:2021-01-07 Issue:7 Volume:44 Page:5888-5907
ISSN:0170-4214
Container-title:Mathematical Methods in the Applied Sciences
language:en
Short-container-title:Math Meth Appl Sci

Author:

Chauvière Cédric¹,Djellout Hacène¹

Affiliation:

1. Laboratoire de Mathématiques Blaise Pascal (LMBP), CNRS UMR 6620 Université Clermont Auvergne, Campus Universitaire des Cézeaux 3 place Vasarely, TSA 60026 / CS 60026, 63 178 Aubière Cedex France

Publisher

Wiley

Subject

General Engineering,General Mathematics

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/mma.7157

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5. Vol. 23 of Applications of Mathematics, location=New York;Kloeden PE,1992

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