Numerical solution of stochastic differential equations
Numerical solution of stochastic differential equations is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Kloeden, Peter E. 1949-, Platen, Eckhard 1949-; Year: 2016; Field: Stochastic processes and financial applications.
| Authors | Kloeden, Peter E. 1949-, Platen, Eckhard 1949- |
|---|---|
| Year | 2016 |
| Field | Stochastic processes and financial applications |
| Times cited | 5163 |
| Type | peer-review |
| DOI / link | https://doi.org/10.5194/gmd-2016-45-rc1 |