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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 1998, Volume 38, Number 12, Pages 1983–1988 (Mi zvmmf1765)  
This article is cited in 2 scientific papers (total in 2 papers)

Numerical solution of boundary value problems for linear systems of stochastic differential equations

S. M. Prigarin

Institute of Computational Mathematics and Mathematical Geophysics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
Full-text PDF (713 kB) Citations (2)
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Received: 01.10.1997
Revised: 08.04.1998
Bibliographic databases:
Document Type: Article
UDC: 519.676
MSC: Primary 65C30; Secondary 60H10, 34F05, 65L10, 60H35, 49J15
Language: Russian
Citation: S. M. Prigarin, “Numerical solution of boundary value problems for linear systems of stochastic differential equations”, Zh. Vychisl. Mat. Mat. Fiz., 38:12 (1998), 1983–1988; Comput. Math. Math. Phys., 38:12 (1998), 1903–1908
Citation in format AMSBIB
\Bibitem{Pri98}
\by S.~M.~Prigarin
\paper Numerical solution of boundary value problems for linear systems of stochastic differential equations
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 1998
\vol 38
\issue 12
\pages 1983--1988
\mathnet{http://mi.mathnet.ru/zvmmf1765}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1659009}
\zmath{https://zbmath.org/?q=an:0971.65005}
\transl
\jour Comput. Math. Math. Phys.
\yr 1998
\vol 38
\issue 12
\pages 1903--1908
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  • https://www.mathnet.ru/eng/zvmmf/v38/i12/p1983
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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    References:61
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