Local linearization method for the numerical solution of stochastic differential equations

Annals of the Institute of Statistical Mathematics

Volumn 48, Issue 4, 1996, Pages 631-644

  Biscay, R ^a   Jimenez, J C ^a   Riera, J J ^a   Valdes, P A ^a  

^a CENTRO DE NEUROCIENCIAS DE CUBA   (Cuba)

Author keywords

Local linearization; Numerical solution; Stochastic differential equations

Indexed keywords

EID: 0000338219     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF00052324     Document Type: Article

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