Approximate Integration of Stochastic Differential Equations

G. N. Mil’shtejn

DOI: 10.1137/1119062

Theory of Probability and Its Applications

Data up to Jan 2025

Published1975

Citations467

References4

Fields

Mathematics Applied mathematics Mathematical analysis

Total Citations Per Year

Abstract

References (4)

Functional Analysis and Semi-groups

1996 • 4,058 citations

Stochastic Differential Equations

1972 • 942 citations

Introduction to the Theory of Random Processes

2002 • 447 citations

Conditional Markov Processes and their application to the Theory of Optimal Control

1969 • 187 citations

Cited By (0)

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