DIGITAL-SIMULATION OF STOCHASTIC DIFFERENTIAL EQUATIONS

被引：27

作者：

WRIGHT, DJ ^{[1
]}

机构：

[1] DEPT ENVIRONM,LONDON,ENGLAND

来源：

关键词：

D O I：

10.1109/TAC.1974.1100468

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：75 / 76

页数：2

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[7] STOCHASTIC INTEGRALS AND STOCHASTIC FUNCTIONAL EQUATIONS [J].

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[8] TOWARD A STOCHASTIC CALCULUS, II [J].

MCSHANE, EJ .

[9] TOWARD A STOCHASTIC CALCULUS .I. [J].

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[10]

MCSHANE EJ, 1971, 6 P BERK S