Discrete approximations for stochastic differential equations

Yoshihiro Saito, Taketomo Mitsui

Type: Article

Publication Date: 1991-03-01

Citations: 2

Locations

数理解析研究所講究録 - View

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Works That Cite This (2)

Action	Title	Year	Authors
+	Simulation of stochastic differential equations	1993	Saito Yoshihiro Taketomo Mitsui
+	On weak implicit and predictor-corrector methods	1995	Eckhard Platen

Works Cited by This (1)

Action	Title	Year	Authors
+	An introduction to stochastic partial differential equations	2006	John B. Walsh