Stochastic Differential Equations and Numerical Applications
作者： Matthew Rajotte
DOI: 10.25772/0QQE-WQ72
关键词: Differential equation 、 Exponential integrator 、 Numerical stability 、 Differential algebraic equation 、 Stochastic differential equation 、 Mathematics 、 Stochastic partial differential equation 、 Numerical partial differential equations 、 Applied mathematics 、 Runge–Kutta method
摘要:
sci-hub.st 参考文章(2)
Lawrence C. Evans, An Introduction to Stochastic Differential Equations ,(2014)
Hannes Risken, The Fokker-Planck equation : methods of solution and applications fpem. ,(1984) , 10.1007/978-3-642-96807-5