NUMERICAL-INTEGRATION OF STOCHASTIC DIFFERENTIAL-EQUATIONS WITH VARIABLE DIFFUSIVITY

被引：7

作者：

DRUMMOND, IT

HOCH, A

HORGAN, RR

机构：

来源：

JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL | 1986年 / 19卷 / 18期

关键词：

D O I：

10.1088/0305-4470/19/18/032

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

引用

页码：3871 / 3881

页数：11

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GREENSIDE, HS ;

HELFAND, E .

BELL SYSTEM TECHNICAL JOURNAL, 1981, 60 (08) :1927-1940

[6] NUMERICAL-INTEGRATION OF STOCHASTIC DIFFERENTIAL-EQUATIONS [J].

HELFAND, E .

BELL SYSTEM TECHNICAL JOURNAL, 1979, 58 (10) :2289-2299

[7]

KLAUDER JR, 1985, NUMERICAL INTEGRATIO

[8]

Mil'shtein G. N., 1974, Theory of Probability and Its Applications, V19, P557

[9]

SCHEIDEGGER AE, 1974, PHYSICS FLOW POROUS