scientific article; zbMATH DE number 7012582
zbMath1412.65005MaRDI QIDQ4618352
Amirhossein Sobhani, D. Ebrahimibagha, Rahman Farnoosh, Hamidreza Rezazadeh
Publication date: 5 February 2019
Full work available at URL: http://jlta.iauctb.ac.ir/article_510024.html
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic differential equationGaussian random variablesmultiplicative noiselinear equations systemdamped harmonic oscillators with noise
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computer graphics; computational geometry (digital and algorithmic aspects) (68U05) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25) Numerical solutions to stochastic differential and integral equations (65C30)
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- Stochastic integrals in the plane
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- Solving Ordinary Differential Equations I
- Numerical Methods for Differential Equations in Random Domains
- Quasi-symplectic methods for Langevin-type equations
- Numerical Methods for Second‐Order Stochastic Differential Equations
- Handbook of stochastic methods for physics, chemistry and the natural sciences.
- Stochastic differential equations. An introduction with applications.
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