scientific article; zbMATH DE number 5583394
zbMath1174.65304MaRDI QIDQ5318854
Xianrui Lü, Shenxu Zhang, Peng Wang
Publication date: 22 July 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
numerical resultsmean-square stabilityStratonovich stochastic differential equationsstochastic Runge-Kutta method
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
This page was built for publication:
