THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE

DOI10.1142/S0219493711003279zbMath1236.60067OpenAlexW2153531159MaRDI QIDQ3173988

Evelyn Buckwar, Martin Georg Riedler, Peter E. Kloeden

Publication date: 11 October 2011

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493711003279

zbMATH Keywords

numerical methodsrandom attractoradditive noise

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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