scientific article; zbMATH DE number 1216399

zbMath0905.60002MaRDI QIDQ4215883

Henri Schurz

Publication date: 1 November 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical methodsstability theorymean square stabilitynonautonomous systemsDuffing oscillatorsimplicit methodsapplications in financeasymptotically exact methodsmarketing engineeringrandom nonlinear oscillators

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Stochastic stability in control theory (93E15) Stability and convergence of numerical methods for ordinary differential equations (65L20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Probabilistic methods, stochastic differential equations (65C99)

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