How to cite item

A stochastic scheme of approximation for ordinary differential equations

   
@article{ECP1341,
	author = {Raul Fierro and Soledad Torres},
	title = {A stochastic scheme of approximation for ordinary differential  equations},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {13},
	year = {2007},
	keywords = {Numerical Scheme ; Convergence in law ; Central limit theorem},
	abstract = {In this note we provide a stochastic method for approximating solutions of ordinary differential equations. To this end, a stochastic variant of the Euler scheme is given by means of Markov chains. For an ordinary differential equation, these approximations are shown to satisfy a Large Number Law, and a Central Limit Theorem for the corresponding fluctuations about the solution of the differential equation is proven.},
	pages = {no. 1, 1-9},
	issn = {1083-589X},
	doi = {10.1214/ECP.v13-1341},    
        url = {http://ecp.ejpecp.org/article/view/1341}}