DISCRETIZATION AND SIMULATION OF STOCHASTIC DIFFERENTIAL-EQUATIONS

被引：100

作者：

PARDOUX, E

TALAY, D

机构：

[1] UNIV AIX MARSEILLE 1,UER MATH,F-13331 MARSEILLE 3,FRANCE

[2] INST NATL RECH INFORMAT & AUTOMAT,F-06560 VALBONNE,FRANCE

来源：

关键词：

D O I：

10.1007/BF01438265

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：23 / 47

页数：25

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