MONTE-CARLO-TYPE SIMULATION FOR SOLVING STOCHASTIC ORDINARY DIFFERENTIAL-EQUATIONS

被引：4

作者：

SPIGLER, R ^{[1
]}

机构：

[1] UNIV PADUA,IST MATEMAT APPL,I-35131 PADUA,ITALY

来源：

MATHEMATICS AND COMPUTERS IN SIMULATION | 1987年 / 29卷 / 3-4期

关键词：

INITIAL VALUE PROBLEMS - SEQUENCES OF RANDOM NUMBERS - STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS;

D O I：

10.1016/0378-4754(87)90134-0

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

引用

页码：243 / 251

页数：9

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