文章基本信息

标题：Resolución de algunos problemas estocásticos mediante discretización
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作者：José L. Romero Martín ; Emilio de la Rosa Oliver
期刊名称：Informes de la Construcción
印刷版ISSN：0020-0883
电子版ISSN：1988-3234
出版年度：1990
卷号：41
期号：406
页码：75-91
DOI：10.3989/ic.1990.v41.i406.1461
出版社：Consejo Superior de Investigaciones Científicas
摘要：The aim of this work, is to show a new aproximate resolution technique for stochastic problems and among them, those related to stochastic differential equations. The application of the proposed method to several cases has allowed to emphasize its possibilities in relation to other classical methods such as Taylor and Monte Carlo methods.