DISCRETIZATION OF THE WIENER-PROCESS IN DIFFERENCE-METHODS FOR STOCHASTIC DIFFERENTIAL-EQUATIONS

被引：6

作者：

JANSSEN, R

机构：

来源：

关键词：

D O I：

10.1016/0304-4149(84)90306-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：361 / 369

页数：9

共 7 条

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