Euler–Maruyama method (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Euler–Maruyama method" in English language version.

refsWebsite
Global rank English rank
5th place
5th place

worldcat.org

search.worldcat.org

  • Higham, Desmond J. (2001). "An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations". SIAM Review. 43 (3). Philadelphia, PA: Society for Industrial and Applied Mathematics: 525–546. ISSN 0036-1445.
  • Mil’shtein, G. N. (1979). "A Method of Second-Order Accuracy Integration of Stochastic Differential Equations". Theory of Probability and Its Applications. 23 (2). Philadelphia: Society for Industrial and Applied Mathematics: 396–401. ISSN 0040-585X.
  • Mil’shtejn, G. N. (1975). "Approximate Integration of Stochastic Differential Equations". Theory of Probability and Its Applications. 19 (3). Philadelphia: Society for Industrial and Applied Mathematics: 557–562. ISSN 0040-585X.