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A Runge-Kutta type scheme to solve dXt=$\sigma$ (Xt) o dWt under commutative noise
Roman, Luis Jose (1999)
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https://hdl.handle.net/11299/3372
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Title
A Runge-Kutta type scheme to solve dXt=$\sigma$ (Xt) o dWt under commutative noise
Authors
Issue Date
1999-12
Appears in collections
IMA Preprints Series [2486]
Identifiers
1658
Related to
Institute for Mathematics and Its Applications>IMA Preprints Series
Suggested Citation
Roman, Luis Jose. (1999). A Runge-Kutta type scheme to solve dXt=$\sigma$ (Xt) o dWt under commutative noise. Retrieved from the University of Minnesota Digital Conservancy, https://hdl.handle.net/11299/3372.
Content distributed via the University of Minnesota's Digital Conservancy may be subject to additional license and use restrictions applied by the depositor.