scientific article; zbMATH DE number 1197453

zbMath0906.65142MaRDI QIDQ4210940

S. S. Artem'ev, Tatiana A. Averina

Publication date: 9 September 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

monographalgorithmsconvergencelinear systemsconsistencynumerical examplesasymptotic stabilitystochastic differential equationsstiff systemsnumerical stabilitystochastic integralsRosenbrock type methods

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear ordinary differential equations and systems (34A34) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Ordinary differential equations and systems with randomness (34F05) Numerical methods for ordinary differential equations (65Lxx) Probabilistic methods, stochastic differential equations (65C99)

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