DIGITAL-SIMULATION OF STOCHASTIC DIFFERENTIAL EQUATIONS

[1] CURTIS AR, 1970, NUMER MATH, V16, P276

[2] A PROCESS FOR THE STEP-BY-STEP INTEGRATION OF DIFFERENTIAL EQUATIONS IN AN AUTOMATIC DIGITAL COMPUTING MACHINE [J]. PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1951, 47 (01): : 96 - 108

[3] HAWORTH GMC, 1969, THESIS COMPUTING LAB

[4] ITO K, P IMP ACAD TOKYO, V20, P519

[5] KORN GA, 1968, MATHEMATICAL HDB SCI

[6] MCCALLUM IR, 1970, THESIS CAMBRIDGE U

[7] STOCHASTIC INTEGRALS AND STOCHASTIC FUNCTIONAL EQUATIONS [J]. SIAM JOURNAL ON APPLIED MATHEMATICS, 1969, 17 (02) : 287 - &

[8] TOWARD A STOCHASTIC CALCULUS, II [J]. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1969, 63 (04) : 1084 - &

[9] TOWARD A STOCHASTIC CALCULUS .I. [J]. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1969, 63 (02) : 275 - &

[10] MCSHANE EJ, 1971, 6 P BERK S

[1] CURTIS AR, 1970, NUMER MATH, V16, P276

[2] A PROCESS FOR THE STEP-BY-STEP INTEGRATION OF DIFFERENTIAL EQUATIONS IN AN AUTOMATIC DIGITAL COMPUTING MACHINE [J]. PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1951, 47 (01): : 96 - 108

[3] HAWORTH GMC, 1969, THESIS COMPUTING LAB

[4] ITO K, P IMP ACAD TOKYO, V20, P519

[5] KORN GA, 1968, MATHEMATICAL HDB SCI

[6] MCCALLUM IR, 1970, THESIS CAMBRIDGE U

[7] STOCHASTIC INTEGRALS AND STOCHASTIC FUNCTIONAL EQUATIONS [J]. SIAM JOURNAL ON APPLIED MATHEMATICS, 1969, 17 (02) : 287 - &

[8] TOWARD A STOCHASTIC CALCULUS, II [J]. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1969, 63 (04) : 1084 - &

[9] TOWARD A STOCHASTIC CALCULUS .I. [J]. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1969, 63 (02) : 275 - &

[10] MCSHANE EJ, 1971, 6 P BERK S