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Q4664297 - MaRDI portal

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scientific article; zbMATH DE number 2152719
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English
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scientific article; zbMATH DE number 2152719

    Statements

    publication date
    5 April 2005
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    zbMATH Keywords
    Itô stochastic initial value problem
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    stochastic differential equations
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    numerical stability
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    Euler Maruyama scheme
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    Runge-Kutta methods
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    Identifiers

    Mathematics Subject Classification ID
    65C30
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    60H10
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    60H35
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    65L06
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    zbMATH DE Number
    2152719
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