Local Linearization method for the numerical solution of stochastic differential equations
| Year of publication: |
1996
|
|---|---|
| Authors: | Biscay, R. ; Jimenez, J. ; Riera, J. ; Valdes, P. |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 48.1996, 4, p. 631-644
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| Publisher: |
Springer |
| Subject: | Stochastic differential equations | numerical solution | local linearization |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005169157