Numerical solution of stochastic differential equations

Denis Talay

doi:10.1080/17442509408833885

ScienceGate Book Chapters

JOURNAL ARTICLE

Numerical solution of stochastic differential equations

Denis Talay

Year: 1994 Journal: Stochastics and stochastics reports Vol: 47 (1-2)Pages: 121-126

DOI: 10.1080/17442509408833885

Get Full-Text PDF Get Analytical Report

Abstract

Abstract Numerical solution of stochastic differential equations, P. E. Kioeden and E. Platen, Springer-Verlag (1992). 632 pp. $59.00 ISBN 0-386-54062-8

Keywords:

Mathematics Stochastic differential equation Stochastic partial differential equation Differential equation Mathematical analysis Numerical analysis Applied mathematics Numerical partial differential equations

Metrics

397

Cited By

2.62

FWCI (Field Weighted Citation Impact)

Refs

0.90

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Citation History

Topics

Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Differential Equations and Numerical Methods

Physical Sciences → Mathematics → Numerical Analysis

Numerical solution of stochastic differential equations

Abstract

Metrics

Citation History

Topics

Related Documents

Numerical Solution of Stochastic Differential Equations

Numerical Solution of Stochastic Differential Equations

Numerical Solution of Free Stochastic Differential Equations

Numerical solution of stochastic fractional differential equations

Numerical solution of linear stochastic differential equations