Computing the noise covariance matrix of the local linearization scheme for the numerical solution of stochastic differential equations

  1. Jimenez, J.C.
  2. Valdes, P.A.
  3. Rodriguez, L.M.
  4. Riera, J.J.
  5. Biscay, R.
Aldizkaria:
Applied Mathematics Letters

ISSN: 0893-9659

Argitalpen urtea: 1998

Alea: 11

Zenbakia: 1

Orrialdeak: 19-23

Mota: Artikulua

DOI: 10.1016/S0893-9659(97)00126-2 GOOGLE SCHOLAR lock_openSarbide irekia editor
Datuen iturria: Scopus