Simulation of stochastic differential equations through the local linearization method. A comparative study

  1. Jimenez, J.C.
  2. Shoji, I.
  3. Ozaki, T.
Journal:
Journal of Statistical Physics

ISSN: 0022-4715

Year of publication: 1999

Volume: 94

Issue: 3-4

Pages: 587-602

Type: Article

DOI: 10.1023/A:1004504506041 GOOGLE SCHOLAR
Data source: Scopus