1 文献名:An algorithmic introduction to numerical simulation of stochastic differential equations
作者:DJ Higham - SIAM
期刊名:society for industrial and applied mathematics
电子链接:http://www.jstor.org/pss/3649798
2 文献名:The Euler scheme for Levy driven stochastic differential equations
作者:P Protter, D Talay
期刊名:The Annals of Probability
[此贴子已经被作者于2009-4-6 16:06:55编辑过]