Numerical simulations for stochastic lattice equations.

@article{Lisei2005,
author = {Lisei, Hannelore, Marchis, Iuliana},
journal = {Mathematica Pannonica},
keywords = {stochastic differential equation on a lattice; fractional Brownian motion; implicit Euler scheme},
language = {eng},
number = {2},
pages = {249-262},
publisher = {University of Miskolc},
title = {Numerical simulations for stochastic lattice equations.},
url = {http://eudml.org/doc/231065},
volume = {16},
year = {2005},
}

TY - JOUR
AU - Lisei, Hannelore
AU - Marchis, Iuliana
TI - Numerical simulations for stochastic lattice equations.
JO - Mathematica Pannonica
PY - 2005
PB - University of Miskolc
VL - 16
IS - 2
SP - 249
EP - 262
LA - eng
KW - stochastic differential equation on a lattice; fractional Brownian motion; implicit Euler scheme
UR - http://eudml.org/doc/231065
ER -