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Matematicheskoe modelirovanie, 1990, Volume 2, Number 11, Pages 108–121 (Mi mm2486)  
This article is cited in 2 scientific papers (total in 2 papers)

Computational methods and algorithms

Numerical methods of solving stochastic differential equations

A. V. Lukshin, S. N. Smirnov

M. V. Lomonosov Moscow State University
Full-text PDF (1761 kB) Citations (2)
Abstract: The article has a review character and is devoted to the numerical methods of solving stochastic differential equations in respect to the Wiener random processes. The special stochastic calculation knowledge is not necessary. The new approach to the stability definition for mild and strong approximate solutions is presented.
Received: 17.10.1990
Bibliographic databases:
Language: Russian
Citation: A. V. Lukshin, S. N. Smirnov, “Numerical methods of solving stochastic differential equations”, Matem. Mod., 2:11 (1990), 108–121
Citation in format AMSBIB
\Bibitem{LukSmi90}
\by A.~V.~Lukshin, S.~N.~Smirnov
\paper Numerical methods of solving stochastic differential equations
\jour Matem. Mod.
\yr 1990
\vol 2
\issue 11
\pages 108--121
\mathnet{http://mi.mathnet.ru/mm2486}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1124098}
\zmath{https://zbmath.org/?q=an:0972.65500}
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  • https://www.mathnet.ru/eng/mm2486
  • https://www.mathnet.ru/eng/mm/v2/i11/p108
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Математическое моделирование
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    Abstract page:2123
    Full-text PDF :2170
    References:1
    First page:2
     
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