scientific article; zbMATH DE number 822846

zbMath0837.65150MaRDI QIDQ4856695

Denis Talay

Publication date: 21 May 1996

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

zbMATH Keywords

surveystabilityconvergencenumerical experimentsLyapunov exponentserror boundsEuler methodsystems of stochastic differential equationsMilshtein methodmotion of a helicopter blade

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical investigation of stability of solutions to ordinary differential equations (65L07) Probabilistic methods, stochastic differential equations (65C99)

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