O. E. Buryak, “The splitting method for solving stochastic differential equations that describe the diffusion process in a system of <nobr>$N$</nobr> particles”, Zh. Vychisl. Mat. Mat. Fiz., 1989, Volume 29, Number 6,Pages <nobr>944

JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 1989 Volume 29, Number 6, Pages 944–949 (Mi zvmmf3441)

Scientific communications

The splitting method for solving stochastic differential equations that describe the diffusion process in a system of $N$ particles

O. E. Buryak

Moscow

UDC: 517.958:530.1

Received: 11.11.1987
Revised: 07.06.1988

Fulltext: PDF file (534 kB)

English version: USSR Computational Mathematics and Mathematical Physics, 1989, 29:3, 209–213

Bibliographic databases: