A stochastic invariantization method for It\^o stochastic perturbations of differential equations

zbMath1423.60089arXiv1809.09363MaRDI QIDQ5240028

Yasmina Kheloufi, Jacky Cresson, Khadra Nachi

Publication date: 23 October 2019

Full work available at URL: https://arxiv.org/abs/1809.09363

zbMATH Keywords

stochastic differential equationsLandau-Lifshitz equationferromagnetismmodel validationItô equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) General biology and biomathematics (92B05) Applications of continuous-time Markov processes on discrete state spaces (60J28)

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