On Newton's method for stochastic differential equations
Séminaire de probabilités de Strasbourg, Tome 25 (1991), pp. 121-137
@article{SPS_1991__25__121_0,
author = {Kawabata, Shigetoku and Yamada, Toshio},
title = {On {Newton's} method for stochastic differential equations},
journal = {S\'eminaire de probabilit\'es de Strasbourg},
pages = {121--137},
year = {1991},
publisher = {Springer - Lecture Notes in Mathematics},
volume = {25},
mrnumber = {1187776},
zbl = {0741.60052},
language = {en},
url = {http://geodesic.mathdoc.fr/item/SPS_1991__25__121_0/}
}
TY - JOUR AU - Kawabata, Shigetoku AU - Yamada, Toshio TI - On Newton's method for stochastic differential equations JO - Séminaire de probabilités de Strasbourg PY - 1991 SP - 121 EP - 137 VL - 25 PB - Springer - Lecture Notes in Mathematics UR - http://geodesic.mathdoc.fr/item/SPS_1991__25__121_0/ LA - en ID - SPS_1991__25__121_0 ER -
%0 Journal Article %A Kawabata, Shigetoku %A Yamada, Toshio %T On Newton's method for stochastic differential equations %J Séminaire de probabilités de Strasbourg %D 1991 %P 121-137 %V 25 %I Springer - Lecture Notes in Mathematics %U http://geodesic.mathdoc.fr/item/SPS_1991__25__121_0/ %G en %F SPS_1991__25__121_0
Kawabata, Shigetoku; Yamada, Toshio. On Newton's method for stochastic differential equations. Séminaire de probabilités de Strasbourg, Tome 25 (1991), pp. 121-137. http://geodesic.mathdoc.fr/item/SPS_1991__25__121_0/