Mil’shtejn, G. N. Application of the numerical integration of stochastic equations to solving boundary-value problems with Neumann’s boundary conditions. (English. Russian original) Zbl 0888.60050 Theory Probab. Appl. 41, No. 1, 170-177 (1996); translation from Teor. Veroyatn. Primen. 41, No. 1, 210-218 (1996). Cited in 3 Documents MSC: 60H15 Stochastic partial differential equations (aspects of stochastic analysis) 65C99 Probabilistic methods, stochastic differential equations Keywords:numerical integration of stochastic differential equations; weak approximation of solutions of stochastic differential equations; one-step order of accuracy of a method; Monte Carlo methods for solving problems of mathematical physics PDF BibTeX XML Cite \textit{G. N. Mil'shtejn}, Theory Probab. Appl. 41, No. 1, 170--177 (1996; Zbl 0888.60050); translation from Teor. Veroyatn. Primen. 41, No. 1, 210--218 (1996)