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A second-order Monte Carlo method for the solution of the Ito stochastic differential equation
7 references·0 citing·19 second hop
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this work references cited by second hop

References

  • 1976Stochastic Differential Equations: Theory and Applications.2,351 cited
  • 1976STOCHASTIC DIFFERENTIAL EQUATIONS: THEORY AND APPLICATIONS1,088 cited
  • 1951On stochastic differential equations832 cited
  • 1966A New Representation for Stochastic Integrals and Equations590 cited
  • 1981Theory and applications of stochastic differential equations440 cited
  • 1974Numerical Solution of Ito Integral Equations89 cited
  • 2020Stochastic Differential Equations26 cited

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