Simulation of stochastic differential equations through the local linearization method. A comparative study
- Jimenez, J.C.
- Shoji, I.
- Ozaki, T.
ISSN: 0022-4715
Argitalpen urtea: 1999
Alea: 94
Zenbakia: 3-4
Orrialdeak: 587-602
Mota: Artikulua
Aldizkaria:
Journal of Statistical Physics