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.
Revue:
Applied Mathematics Letters

ISSN: 0893-9659

Année de publication: 1998

Volumen: 11

Número: 1

Pages: 19-23

Type: Article

DOI: 10.1016/S0893-9659(97)00126-2 GOOGLE SCHOLAR lock_openAccès ouvert editor
La source de données: Scopus