<span class="a"><font color="#008000" size="2"><p><span class="a"><font color="#008000" size="4">1 文献名：An algorithmic introduction to numerical simulation of stochastic differential equations</font></span></p><p><span class="a"><font color="#008000" size="4">&nbsp;&nbsp; 作者：DJ Higham - SIAM</font></span></p><p><span class="a"><font color="#008000" size="4">&nbsp;&nbsp; 期刊名：society for industrial and applied mathematics</font></span></p><p><span class="a"><font color="#008000"><font size="4">&nbsp;&nbsp; 电子链接：</font><a href="http://www.jstor.org/pss/3649798"><font size="4">http://www.jstor.org/pss/3649798</font></a></font></span></p><p><span class="a"><font color="#008000" size="4">2 文献名：The Euler scheme for Levy driven stochastic differential equations&nbsp;&nbsp; </font></span></p><p><span class="a"><font color="#008000" size="4">&nbsp;&nbsp; 作者：P Protter, D Talay </font></span></p><p><span class="a"><font color="#008000" size="4">&nbsp;&nbsp; 期刊名：The Annals of Probability</font></span></p><p><span class="a"><font color="#008000"><font size="4">&nbsp;&nbsp; 电子链接：</font><a href="http://www.jstor.org/pss/2959544"><font size="4">http://www.jstor.org/pss/2959544</font></a></font></span></p></font></span>

[此贴子已经被作者于2009-4-6 16:06:55编辑过]