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Publication:3623655
zbMath1167.65327MaRDI QIDQ3623655
Publication date: 21 April 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stabilityconvergenceWiener processnumerical experimentsStratonovich stochastic differential equationsimplicit Runge-Kutta schemes
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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