000143450 001__ 143450
000143450 005__ 20190316234652.0
000143450 037__ $$aREP_WORK
000143450 245__ $$aNumerical Integration of SDEs: A Short Tutorial
000143450 269__ $$a2010
000143450 260__ $$c2010$$aÉcole Polytechnique Fédérale de Lausanne (EPFL)
000143450 336__ $$aReports
000143450 500__ $$awingx
000143450 520__ $$aIntroduction to numerical methods to simulate systems of stochastic differential equations (SDEs) both in Ito and Stratonovich scheme.
000143450 6531_ $$aStochastic Differential Equations
000143450 6531_ $$aSDE
000143450 6531_ $$aEuler-Maruyama
000143450 6531_ $$aEuler-Heun
000143450 6531_ $$aMilstein
000143450 6531_ $$aRunge-Kutta
000143450 6531_ $$aLto
000143450 6531_ $$aStratonovich
000143450 6531_ $$alibSDE
000143450 6531_ $$aJava
000143450 6531_ $$aEvolutionary Robotics
000143450 700__ $$0243227$$g161219$$aSchaffter, Thomas
000143450 8564_ $$uhttp://sourceforge.net/projects/libsde/$$zURL
000143450 8564_ $$uhttps://infoscience.epfl.ch/record/143450/files/sde_tutorial.pdf$$zn/a$$s1726440
000143450 909C0 $$xU10370$$0252161$$pLIS
000143450 909CO $$ooai:infoscience.tind.io:143450$$qGLOBAL_SET$$pSTI$$preport
000143450 917Z8 $$x166588
000143450 917Z8 $$x161219
000143450 917Z8 $$x255330
000143450 917Z8 $$x255330
000143450 937__ $$aLIS-REPORT-2010-001
000143450 973__ $$sPUBLISHED$$aEPFL
000143450 980__ $$aREPORT