Approximation of continuous time stochastic processes by the local linearization method revisited

Stochastic Analysis and Applications

Volumn 20, Issue 1, 2002, Pages 105-121

  Jimenez, J C ^a   Biscay, R J ^a  

^a INSTITUTO DE CIBERNÉTICA   (Cuba)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036005438     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-120002423     Document Type: Article

References (22)

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4. Jimenez, J.C. A Simple Algebraic Expression to Evaluate the Local Linearization Schemes for Stochastic Differential Equations. Appl. Math. Lett. 2002, in press.
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