Mil’shtejn, G. N. A method of second-order accuracy integration of stochastic differential equations. (English) Zbl 0422.60048 Theory Probab. Appl. 23, 396-401 (1979). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 52 Documents MSC: 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 62L20 Stochastic approximation Keywords:stochastic differential equations; approximate methods of integration Citations:Zbl 0391.60060 × Cite Format Result Cite Review PDF Full Text: DOI