An algorithmic introduction to numerical simulation of stochastic differential equations. Higham, D. J. SIAM review, 43:525–546, 2001. bibtex @article{higham_algorithmic_2001,
title = {An algorithmic introduction to numerical simulation of stochastic differential equations},
volume = {43},
journal = {SIAM review},
author = {Higham, D. J.},
year = {2001},
pages = {525--546}
}
Downloads: 0
{"_id":"8PhqNzHPsK37jhBkf","bibbaseid":"higham-analgorithmicintroductiontonumericalsimulationofstochasticdifferentialequations-2001","authorIDs":[],"author_short":["Higham, D. J."],"bibdata":{"bibtype":"article","type":"article","title":"An algorithmic introduction to numerical simulation of stochastic differential equations","volume":"43","journal":"SIAM review","author":[{"propositions":[],"lastnames":["Higham"],"firstnames":["D.","J."],"suffixes":[]}],"year":"2001","pages":"525–546","bibtex":"@article{higham_algorithmic_2001,\n\ttitle = {An algorithmic introduction to numerical simulation of stochastic differential equations},\n\tvolume = {43},\n\tjournal = {SIAM review},\n\tauthor = {Higham, D. J.},\n\tyear = {2001},\n\tpages = {525--546}\n}\n\n","author_short":["Higham, D. J."],"key":"higham_algorithmic_2001","id":"higham_algorithmic_2001","bibbaseid":"higham-analgorithmicintroductiontonumericalsimulationofstochasticdifferentialequations-2001","role":"author","urls":{},"downloads":0,"html":""},"bibtype":"article","biburl":"https://bibbase.org/zotero/w_cools","creationDate":"2020-06-07T16:33:25.079Z","downloads":0,"keywords":[],"search_terms":["algorithmic","introduction","numerical","simulation","stochastic","differential","equations","higham"],"title":"An algorithmic introduction to numerical simulation of stochastic differential equations","year":2001,"dataSources":["DPzNnv8mwEoHbb7Cq"]}