zbMath0919.60060MaRDI QIDQ4242611
Henri Schurz, S. S. Artem'ev, Tatiana A. Averina
Publication date: 11 May 1999
zbMATH Keywords
phase trajectoriesnonlinear stochastic differential equationthree-stage Runge-Kutta methodvariable step size algorithm
Mathematics Subject Classification ID
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)