On preserving long-time features of a linear stochastic oscillator
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Publication:878207
DOI10.1007/s10543-007-0115-2zbMath1119.65006OpenAlexW2056578682MaRDI QIDQ878207
Publication date: 26 April 2007
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10543-007-0115-2
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Other physical applications of random processes (60K40) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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