-
4
-
-
0043228001
-
A Note on Euler's Approximations
-
DOI 10.1023/A:1008605221617
-
I. Gyöngy. A note on Euler's Approximations. Potential Analysis. 8. p. 205-216. 1998. (Pubitemid 128074254)
-
(1998)
Potential Analysis
, vol.8
, Issue.3
, pp. 205-216
-
-
Gyoengy, I.1
-
5
-
-
0040361064
-
Existence of strong solutions for Itô's stochastic equations via approximations
-
I. Gyöngy & N. Krylov. Existence of strong solutions for Itô's stochastic equations via approximations. Probab. Theory Relat. Fields. 105. p.143-158. 1996.
-
(1996)
Probab. Theory Relat. Fields.
, vol.105
-
-
Gyöngy, I.1
Krylov, N.2
-
7
-
-
21244504237
-
On Kolmogorov's equations for finite dimensional diffusions
-
G. Da Prato ed. Springer Verlag. Lecture Notes in Mathematics
-
N. V. Krylov. On Kolmogorov's equations for finite dimensional diffusions. In Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions. G. Da Prato ed. Springer Verlag. Lecture Notes in Mathematics, 1715. 1988.
-
(1988)
Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions
, vol.1715
-
-
Krylov, N.V.1
-
8
-
-
0000254487
-
Stochastic Differential Equations and Stochastic Flow of Diffeomorphisms. Ecole de probabilités de St Flour. Springer
-
H. Kunita. Stochastic Differential Equations and Stochastic Flow of Diffeomorphisms. Ecole de probabilités de St Flour. Springer. Lecture notes. 1097 p. 143-303. 1982.
-
(1982)
Lecture Notes
, vol.1097
, pp. 143-303
-
-
Kunita, H.1
-
9
-
-
0002689020
-
A Method of Computation for Structural Dynamics
-
N.M. Newmark-A Method of Computation for Structural Dynamics, Jal of the Eng. Mech. Division, ASCE (85). p. 67-94. 1955.
-
(1955)
Jal of the Eng. Mech. Division, ASCE
, vol.85
, pp. 67-94
-
-
Newmark, N.M.1
-
11
-
-
0003208202
-
Simulation of stochastic differential systems. Probabilistic Methods in Applied Physics
-
P. Kree & W. Wedig ed Springer. Berlin Heidelberg
-
D. Talay-Simulation of stochastic differential systems. Probabilistic Methods in Applied Physics, P. Kree & W. Wedig ed. Lecture Notes in Physics vol. 451. Springer. Berlin Heidelberg, p. 54-96. 1995.
-
(1995)
Lecture Notes in Physics
, vol.451
, pp. 54-96
-
-
Talay, D.1
-
12
-
-
0000124397
-
Expansion of the global error for numerical schemes solving stochastic differential equations
-
D. Talay & L. Tubaro-Expansion of the Global Error for Numerical Schemes solving Stochastic Differential Equations. Stoch. Anal. Appl. 8. p. 483-509. 1990.
-
(1990)
Stoch. Anal. Appl.
, vol.8
, pp. 483-509
-
-
Talay, D.1
Tubaro, L.2
|