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Solution of stochastic differential equations by random time change
- Source :
- Applied Mathematics & Optimization. 2:90-96
- Publication Year :
- 1975
- Publisher :
- Springer Science and Business Media LLC, 1975.
- Subjects :
- Control and Optimization
Random field
Applied Mathematics
Mathematical analysis
Malliavin calculus
Stochastic partial differential equation
Examples of differential equations
symbols.namesake
Stochastic differential equation
Stochastic simulation
Runge–Kutta method
symbols
Stochastic optimization
Mathematics
Subjects
Details
- ISSN :
- 14320606 and 00954616
- Volume :
- 2
- Database :
- OpenAIRE
- Journal :
- Applied Mathematics & Optimization
- Accession number :
- edsair.doi...........676a3a9ae9ec68db9cdab0662ab28450