Publication:3022242

zbMath1078.65006MaRDI QIDQ3022242

Henri Schurz, Aleksandra Rodkina

Publication date: 23 June 2005

zbMATH Keywords

stochastic differential equations; global asymptotic stability; almost sure stability; Stochastic difference equations; partially drift-implicit numerical methods

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

65L20: Stability and convergence of numerical methods for ordinary differential equations

34F05: Ordinary differential equations and systems with randomness

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

65L12: Finite difference and finite volume methods for ordinary differential equations

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