THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE

DOI10.1142/S0219493711003279zbMath1236.60067MaRDI QIDQ3173988

Evelyn Buckwar, Martin Georg Riedler, Peter E. Kloeden

Publication date: 11 October 2011

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493711003279

zbMATH Keywords

numerical methods; random attractor; additive noise

Mathematics Subject Classification ID

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

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

65C30: Numerical solutions to stochastic differential and integral equations

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