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Schlagwort = Stochastische Differentialgleichung und Sammlung = UB Paderborn
Hitting probabilities for nonlinear systems of stochastic waves
Dalang, Robert C. ; Sanz-Solé, Marta
Providence, RI : American Math. Soc., 2015
An introduction to the numerical simulation of stochastic differential equations
Higham, Desmond J. ; Kloeden, Peter E.
Philadelphia : SIAM, Society for Industrial and Applied Mathematics, [2021]
Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
Hutzenthaler, Martin ; Jentzen, Arnulf
Providence, RI : American Math. Soc., 2015