Revision as of 07:00, 6 January 2025 edit OAbot (talk \| contribs) Bots 643,717 edits m Open access bot: arxiv updated in citation with #oabot. ← Previous edit		Latest revision as of 02:03, 5 June 2025 edit undo 1234qwer1234qwer4 (talk \| contribs) Extended confirmed users, Page movers 206,939 edits m →Further reading: lk
Line 259: \|url-status=live }} * [[Lawrence C. Evans\|Evans, Lawrence C.]] (2013). [https://bookstore.ams.org/mbk-82 An Introduction to Stochastic Differential Equations] American Mathematical Society. * {{cite journal\|last1=Higham.\|first1=Desmond J.\|title=An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations\|journal=SIAM Review\|date=January 2001\|volume=43\|issue=3\|pages=525–546\|doi=10.1137/S0036144500378302\|bibcode=2001SIAMR..43..525H\|citeseerx=10.1.1.137.6375}} * Desmond Higham and Peter Kloeden: "An Introduction to the Numerical Simulation of Stochastic Differential Equations", SIAM, {{ISBN\|978-1-611976-42-7}} (2021).

Deep backward stochastic differential equation method: Difference between revisions