On numerical modeling of the multidimentional dynamic systems under random perturbations with the 2.5 order of strong convergence

DOI10.1134/S0005117919050060OpenAlexW4288360587MaRDI QIDQ2320278

D. F. Kuznetsov

Publication date: 22 August 2019

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117919050060

zbMATH Keywords

numerical methodFourier seriesmean-square convergencemultiple Itô stochastic integral

Mathematics Subject Classification ID

Numerical analysis (65-XX)

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Cites Work

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