JUMP-DIFFUSION APPROXIMATIONS FOR ORDINARY DIFFERENTIAL-EQUATIONS WITH WIDEBAND RANDOM RIGHT HAND SIDES

被引:36
作者
KUSHNER, HJ [1 ]
机构
[1] BROWN UNIV,DIV ENGN,PROVIDENCE,RI 02912
关键词
D O I
10.1137/0317051
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
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页码:729 / 744
页数:16
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