000143450 001__ 143450
000143450 005__ 20190316234652.0
000143450 037__ $$aREP_WORK
000143450 245__ $$aNumerical Integration of SDEs: A Short Tutorial
000143450 269__ $$a2010
000143450 260__ $$aÉcole Polytechnique Fédérale de Lausanne (EPFL)$$c2010
000143450 336__ $$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$$aSchaffter, Thomas$$g161219
000143450 8564_ $$uhttp://sourceforge.net/projects/libsde/$$zURL
000143450 8564_ $$s1726440$$uhttps://infoscience.epfl.ch/record/143450/files/sde_tutorial.pdf$$zn/a
000143450 909C0 $$0252161$$pLIS$$xU10370
000143450 909CO $$ooai:infoscience.tind.io:143450$$pSTI$$preport$$qGLOBAL_SET
000143450 917Z8 $$x166588
000143450 917Z8 $$x161219
000143450 917Z8 $$x255330
000143450 917Z8 $$x255330
000143450 937__ $$aLIS-REPORT-2010-001
000143450 973__ $$aEPFL$$sPUBLISHED
000143450 980__ $$aREPORT