A SURVEY OF NUMERICAL-METHODS FOR STOCHASTIC DIFFERENTIAL-EQUATIONS

被引：53

作者：

KLOEDEN, PE ^{[1
]}

PLATEN, E ^{[1
]}

机构：

[1] ACAD SCI GDR,KARL WEIERSTR INST MATH,DDR-1086 BERLIN,GER DEM REP

来源：

STOCHASTIC HYDROLOGY AND HYDRAULICS | 1989年 / 3卷 / 03期

关键词：

D O I：

10.1007/BF01543857

中图分类号：

X [环境科学、安全科学];

学科分类号：

08 ; 0830 ;

摘要：

引用

页码：155 / 178

页数：24

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Azencott R., 1982, LECT NOTES MATH, V921, P237, DOI DOI 10.1007/BFB0092653)

[8]

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[9]

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BOYCE, WE .