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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 1978, Volume 18, Number 1, Pages 106–117 (Mi zvmmf5860)  
This article is cited in 12 scientific papers (total in 12 papers)

Methods for the digital simulation of stochastic differential equations and an estimate of their errors

N. N. Nikitin, V. D. Razevig

Moscow
Full-text PDF (1200 kB) Citations (12)
Received: 19.12.1975
Revised: 03.05.1977
English version:
USSR Computational Mathematics and Mathematical Physics, 1978, Volume 18, Issue 1, Pages 102–113
DOI: https://doi.org/10.1016/0041-5553(78)90011-3
Bibliographic databases:
Document Type: Article
UDC: 518:519.2
MSC: Primary 60H10; Secondary 60-04, 65C05
Language: Russian
Citation: N. N. Nikitin, V. D. Razevig, “Methods for the digital simulation of stochastic differential equations and an estimate of their errors”, Zh. Vychisl. Mat. Mat. Fiz., 18:1 (1978), 106–117; U.S.S.R. Comput. Math. Math. Phys., 18:1 (1978), 102–113
Citation in format AMSBIB
\Bibitem{NikRaz78}
\by N.~N.~Nikitin, V.~D.~Razevig
\paper Methods for the digital simulation of stochastic differential equations and an estimate of their errors
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 1978
\vol 18
\issue 1
\pages 106--117
\mathnet{http://mi.mathnet.ru/zvmmf5860}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=0468208}
\zmath{https://zbmath.org/?q=an:0408.60062}
\transl
\jour U.S.S.R. Comput. Math. Math. Phys.
\yr 1978
\vol 18
\issue 1
\pages 102--113
\crossref{https://doi.org/10.1016/0041-5553(78)90011-3}
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    • This publication is cited in the following 12 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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