Simulation of stochastic differential equations through the local linearization method. A comparative study

Journal of Statistical Physics

Volumn 94, Issue 3-4, 1999, Pages 587-602

  Jimenez, J C ^a   Shoji, I ^b   Ozaki, T ^c  

^a CENTRO DE NEUROCIENCIAS DE CUBA   (Cuba)

^b UNIVERSITY OF TSUKUBA   (Japan)

^c INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

Author keywords

Local linearization method; Numerical solutions; Stochastic differential equations

Indexed keywords

EID: 0033070774     PISSN: 00224715     EISSN: None     Source Type: Journal    
DOI: 10.1023/a:1004504506041     Document Type: Article

References (17)

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