Work

Numerical integration of stochastic differential equations

Year: 1988

Type: article

Source: Journal of Statistical Physics

DOI: 10.1007/bf01015322

Authors: A. Greiner, W. Strittmatter, J. Honerkamp

Institution: University of Freiburg

Language: English

Topic: Numerical Solvers for Ordinary Differential Equations

Subfield: Numerical Analysis

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W1983318920

FWCI: 7.84

Cites: 17

Cited by: 210

Related to: 10