scientific article; zbMATH DE number 1909481

zbMath1017.65002MaRDI QIDQ4805354

Andreas Rößler

Publication date: 13 May 2003

Full work available at URL: http://www.shaker.de/de/content/catalogue/index.asp?lang=de&ID=8&ISBN=978-3-8322-1370-1

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

zbMATH Keywords

Wiener processstochastic differential equationsTaylor expansionstochastic Runge-Kutta methodscoloured rooted trees

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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