Entry Chang:1987:NSS from mathcomp1980.bib

Last update: Wed Oct 26 02:10:52 MDT 2005                Valid HTML 3.2!

Index sections

Top | Symbols | Math | A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z

BibTeX entry

@Article{Chang:1987:NSS,
  author =       "Chien-Cheng Chang",
  title =        "Numerical solution of stochastic differential
                 equations with constant diffusion coefficients",
  journal =      j-MATH-COMPUT,
  volume =       "49",
  number =       "180",
  pages =        "523--542",
  month =        oct,
  year =         "1987",
  CODEN =        "MCMPAF",
  ISSN =         "0025-5718",
  MRclass =      "65U05",
  MRnumber =     "88j:65305",
  MRreviewer =   "M. Sambandham",
  bibdate =      "Tue Oct 13 08:06:19 MDT 1998",
  bibsource =    "JSTOR database",
  acknowledgement = ack-nhfb,
  classcodes =   "C1140Z (Other and miscellaneous); C4130 (Interpolation
                 and function approximation); C4170 (Differential
                 equations)",
  corpsource =   "Lawrence Berkeley Lab., CA, USA",
  keywords =     "2/ convergence; constant diffusion coefficients;
                 convergence of numerical methods; differential
                 equations; diffusion; expectations; function
                 approximation; Hermite expansions; L/sub; methods;
                 numerical solution; polynomials; Runge--Kutta;
                 Runge--Kutta methods; stochastic differential equations;
                 stochastic processes; variance reduction",
  treatment =    "T Theoretical or Mathematical",
}

Related entries