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Volumn 74, Issue 6, 2006, Pages

Comment on "numerical methods for stochastic differential equations"

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[No Author keywords available]

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EID: 33845795297     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.74.068701     Document Type: Review
Times cited : (28)

References (12)
  • 1
    • 42749103971 scopus 로고    scopus 로고
    • PLEEE8 1063-651X 10.1103/PhysRevE.70.017701
    • J. Wilkie, Phys. Rev. E PLEEE8 1063-651X 10.1103/PhysRevE.70.017701 70, 017701 (2004).
    • (2004) Phys. Rev. E , vol.70 , pp. 017701
    • Wilkie, J.1
  • 5
    • 0007508207 scopus 로고
    • in Stochastic Differential Systems, edited by, B. Grigelionis, (Springer-Verlag, Berlin)
    • J. M. Clark and R. J. Cameron, in Stochastic Differential Systems, edited by, B. Grigelionis, Volume 25 of Lecture Notes in Control and Information Sciences (Springer-Verlag, Berlin, 1980), pp. 162-171.
    • (1980) Lecture Notes in Control and Information Sciences , vol.25 , pp. 162-171
    • Clark, J.M.1    Cameron, R.J.2
  • 6
    • 0039027595 scopus 로고    scopus 로고
    • PDNPDT 0167-2789 10.1016/S0167-2789(99)00097-4
    • K. Burrage and P. M. Burrage, Physica D PDNPDT 0167-2789 10.1016/S0167-2789(99)00097-4 133, 34 (1998).
    • (1998) Physica D , vol.133 , pp. 34
    • Burrage, K.1    Burrage, P.M.2
  • 9
    • 0031258411 scopus 로고    scopus 로고
    • SMJMAP 0036-1399 10.1137/S0036139995286515
    • J. G. Gaines and T. J. Lyons, SIAM J. Appl. Math. SMJMAP 0036-1399 10.1137/S0036139995286515 57, 1455 (1997).
    • (1997) SIAM J. Appl. Math. , vol.57 , pp. 1455
    • Gaines, J.G.1    Lyons, T.J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.