Applied Numerical Mathematics · 2014 · 26 citations · 26 references
Natural SciencesMathematicsPhysicsDifferential EquationsStochastic ModelingStochastic ProcessesApproximation AlgorithmsDiffusion ProcessesNumerical AlgorithmsNumerical Methods For Differential EquationsStochastic CalculusStochastic Differential EquationsDifferential Equation SolversNumerical Methods For Stochastic Differential EquationsRandom Differential EquationsStochastic ApproximationStochastic Differential SystemsStochastic Partial Differential EquationsStrong SolutionsTime-varying Coefficients
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Brownian motion and stochastic calculus
Jan Seidler · Acta Applicandae Mathematicae · 1991 · 2.2K citations
Engineering, Mathematics, Physics +14
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Approximate Calculation of Integrals
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