Runge-Kutta methods for numerical solution of stochastic differential equations

  1. Tocino, A.
  2. Ardanuy, R.
Revue:
Journal of Computational and Applied Mathematics

ISSN: 0377-0427

Année de publication: 2002

Volumen: 138

Número: 2

Pages: 219-241

Type: Article

DOI: 10.1016/S0377-0427(01)00380-6 GOOGLE SCHOLAR lock_openAccès ouvert editor
La source de données: Scopus