【题 名】:A Method of Second-Order Accuracy Integration of Stochastic Differential Equations
【作 者】G. N. Mil’shtein
【期刊、会议、单位名称】Theory Probab. Appl.,
【年, 卷(期), 起止页码】:23(2), 396–401. (6 pages)
【全文链接】
http://epubs.siam.org/doi/abs/10.1137/1123045
DOI:10.1137/1123045
【题 名】Approximate Integration of Stochastic Differential Equations
【作 者】G. N. Mil’shtein
【期刊、会议、单位名称】Theory Probab. Appl.,
【年, 卷(期), 起止页码】:19(3), 557–562. (6 pages)
【全文链接】
http://epubs.siam.org/doi/abs/10.1137/1119062
DOI:10.1137/1119062