Numerical solution of differential equations in the deterministic limit of stochastic theory

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Although the methodology of stochastic differential equations was developed to achieve statistical separability in the stochastic case, the deterministic limit is investigated both as a verification of the theory and also for possible value as a deterministic technique.

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论文评审过程:Available online 22 March 2002.

论文官网地址:https://doi.org/10.1016/0096-3003(81)90002-3