A stochastic scheme of approximation for ordinary differential equations.

Fierro, Raul, and Torres, Soledad. "A stochastic scheme of approximation for ordinary differential equations.." Electronic Communications in Probability [electronic only] 13 (2008): 1-9. <http://eudml.org/doc/229143>.

@article{Fierro2008,
author = {Fierro, Raul, Torres, Soledad},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {numerical scheme; convergence in law; central limit theorem},
language = {eng},
pages = {1-9},
publisher = {University of Washington},
title = {A stochastic scheme of approximation for ordinary differential equations.},
url = {http://eudml.org/doc/229143},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Fierro, Raul
AU - Torres, Soledad
TI - A stochastic scheme of approximation for ordinary differential equations.
JO - Electronic Communications in Probability [electronic only]
PY - 2008
PB - University of Washington
VL - 13
SP - 1
EP - 9
LA - eng
KW - numerical scheme; convergence in law; central limit theorem
UR - http://eudml.org/doc/229143
ER -