scientific article
Publication:3193401
zbMath1340.65009MaRDI QIDQ3193401
Zhonghai Guo, Feng Yin, Na Wang, Peng-fei Wang, Xiao-Lin Lin
Publication date: 28 October 2015
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic differential equationexponential stabilityWiener processnumerical experimentsmean square stabilitymultistep methodT-stability
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)
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