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

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

ISSN: 0022-4715

Année de publication: 1999

Volumen: 94

Número: 3-4

Pages: 587-602

Type: Article

DOI: 10.1023/A:1004504506041 GOOGLE SCHOLAR
La source de données: Scopus