Weak Approximation of Solutions of Systems of Stochastic Differential Equations
- 1 December 1986
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 30 (4) , 750-766
- https://doi.org/10.1137/1130095
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- Numerical Treatment of Stochastic Differential EquationsSIAM Journal on Numerical Analysis, 1982
- A Method of Second-Order Accuracy Integration of Stochastic Differential EquationsTheory of Probability and Its Applications, 1979
- Approximate Integration of Stochastic Differential EquationsTheory of Probability and Its Applications, 1975
- Numerical Solution of Ito Integral EquationsSIAM Journal on Control, 1974
- Stochastic Differential EquationsPublished by Springer Nature ,1972