Ermakov-Ray-Reid systems with additive noise
type: Item
instance of: scholarly article
title: Ermakov-Ray-Reid systems with additive noise
zbMATH Open document ID: 1400.34049
author: E. Cervantes-López
author: P. B. Espinoza
author: Armando Gallegos
author: Haret C. Rosu
published in: Physica A
publication date: 2018-11-13T00:00:00Z
Mathematics Subject Classification ID: 34C14
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 70L05
zbMATH DE Number: 6977463
zbMATH Keywords: Ermakov-Lewis invariant
zbMATH Keywords: additive noise
zbMATH Keywords: Euler-Maruyama method
zbMATH Keywords: forced parametric oscillator
zbMATH Keywords: Ermakov-Ray-Reid system
MaRDI profile type: Publication
full work available at URL: j.physa.2015.07.023
OpenAlex ID: W2111272401
cites work: Ermakov systems with multiplicative noise
cites work: Ermakov systems, nonlinear superposition, and solutions of nonlinear equations of motion
cites work: On (2+1)-dimensional Ermakov systems
cites work: Stochastic differential equations. An introduction with applications.
cites work: Q4826106
cites work: Higher-order implicit strong numerical schemes for stochastic differential equations
cites work: Q5707650
DOI: 10.1016/J.PHYSA.2015.07.023
description: scientific article; zbMATH DE number 6977463