scientific article; zbMATH DE number 774614

zbMath0824.60049MaRDI QIDQ4839189

S. S. Artem'ev

Publication date: 17 July 1995

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

zbMATH Keywords

stochastic differential equationnumerical methodasymptotically mean square stable system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Theoretical approximation of solutions to ordinary differential equations (34A45) Stochastic stability in control theory (93E15) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05)

Related Items

Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations ⋮ Rooted tree analysis of the order conditions of row-type scheme for stochastic differential equations ⋮ Mean-square stability properties of an adaptive time-stepping SDE solver