NUMERICAL-INTEGRATION OF MULTIPLICATIVE-NOISE STOCHASTIC DIFFERENTIAL-EQUATIONS

被引：77

作者：

KLAUDER, JR

PETERSEN, WP

机构：

来源：

关键词：

D O I：

10.1137/0722069

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：1153 / 1166

页数：14

共 15 条

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[5] NUMERICAL-INTEGRATION OF STOCHASTIC DIFFERENTIAL-EQUATIONS
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[9] GENERALIZED CUMULANT EXPANSION METHOD
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