Geodesic
Numerical solution of boundary value problems for linear systems of stochastic differential equations
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 38 (1998) no. 12, pp. 1983-1988

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     author = {S. M. Prigarin},
     title = {Numerical solution of boundary value problems for linear systems of stochastic differential equations},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {1983--1988},
     publisher = {mathdoc},
     volume = {38},
     number = {12},
     year = {1998},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1998_38_12_a4/}
}
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S. M. Prigarin. Numerical solution of boundary value problems for linear systems of stochastic differential equations. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 38 (1998) no. 12, pp. 1983-1988. http://geodesic.mathdoc.fr/item/ZVMMF_1998_38_12_a4/