Gaines, J. G.; Lyons, T. J. Random generation of stochastic area integrals. (English) Zbl 0805.60052 SIAM J. Appl. Math. 54, No. 4, 1132-1146 (1994). Cited in 1 ReviewCited in 23 Documents MSC: 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 65C10 Random number generation in numerical analysis 93E03 Stochastic systems in control theory (general) Keywords:numerical approximations; method of random generation of the integrals; numerical scheme for simulation of strong solutions; stochastic differential equations; order of convergence PDF BibTeX XML Cite \textit{J. G. Gaines} and \textit{T. J. Lyons}, SIAM J. Appl. Math. 54, No. 4, 1132--1146 (1994; Zbl 0805.60052) Full Text: DOI