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Publication:2761986
zbMath1010.65003MaRDI QIDQ2761986
Publication date: 15 May 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stabilitydissipativityconstructivityimplicit Euler numerical methodsnonlinear, nonautonomous stochastic systems
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods ⋮ Undamped nonlinear beam excited by additive \(L^{2}\)-regular noise ⋮ Exponential mean square stability of numerical methods for systems of stochastic differential equations ⋮ Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations ⋮ Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion ⋮ Stochastic asymptotic stability of SIR model with variable diffusion rates
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