The numerical solution of stochastic differential equations | fatcat!

by P. E. Kloeden, R. A. Pearson

References

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Showing 1 - 8 of 8 references (in 84ms)
`[ref008]` via crossref	The digital simulation of stochastic differential equations D. Wright 1974 IEEE Transactions on Automatic Control doi:10.1109/tac.1974.1100468
`[ref003]` via crossref	`[3] Kuo S. S. , Computer Applications of Numerical Methods, Addison-Wesley, Reading, Mass. (1972).`
`[ref005]` via crossref	Numerical Solution of Ito Integral Equations N. J. Rao, J. D. Borwanker, D. Ramkrishna 1974 SIAM Journal on Control doi:10.1137/0312011
`[ref004]` via crossref	Stochastic Differential Equations and Models of Random Processes [chapter] E. J. Mcshane 1972 Contributions to Probability Theory doi:10.1525/9780520375918-017
`[ref007]` via crossref	`[7] Wong E. , Stochastic Processes in Information and Dynamical Systems, McGraw-Hill, New York (1971).`
`[ref001]` via crossref	Well-behaved Itô equations with simulations that always misbehave D. Clements, B. Anderson 1973 IEEE Transactions on Automatic Control doi:10.1109/tac.1973.1100444
`[ref002]` via crossref	`[2] Henrici P. , Discrete Variable Methods in Ordinary Differential Equations, John Wiley and Sons, New York (1965).`
`[ref006]` via crossref	A New Representation for Stochastic Integrals and Equations R. L. Stratonovich 1966 SIAM Journal on Control doi:10.1137/0304028
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