N. N. Nikitin, V. D. Razevig, “Methods for the digital simulation of stochastic differential equations and an estimate of their errors”, Zh. Vychisl. Mat. Mat. Fiz., 1978, Volume 18, Number 1,Pages <nobr>106

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

Zh. Vychisl. Mat. Mat. Fiz., 1978 Volume 18, Number 1, Pages 106–117 (Mi zvmmf5860)

This article is cited in 12 papers

Methods for the digital simulation of stochastic differential equations and an estimate of their errors

N. N. Nikitin, V. D. Razevig

Moscow

UDC: 518:519.2

MSC: Primary 60H10; Secondary 60-04, 65C05

Received: 19.12.1975
Revised: 03.05.1977

Fulltext: PDF file (1200 kB)
Cited by

English version: USSR Computational Mathematics and Mathematical Physics, 1978, 18:1, 102–113

Bibliographic databases: