scientific article
zbMath1224.65010MaRDI QIDQ3071644
Publication date: 5 February 2011
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic differential equationnumerical experimentspredictor-corrector methodEuler schemeMilstein scheme
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for numerical methods for ordinary differential equations (65L70)
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