scientific article; zbMATH DE number 1163495

zbMath0898.65105MaRDI QIDQ4395049

Dietrich E. Wolf

Publication date: 1 November 1998

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

zbMATH Keywords

algorithmsBrownian motionstochastic differential equationsinstabilitiessystematic errorssurface growthdiscretization schemes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Probabilistic methods, stochastic differential equations (65C99)

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