THE NUMERICAL SOLUTION OF NONLINEAR STOCHASTIC DYNAMICAL SYSTEMS: A BRIEF INTRODUCTION (Q4348388)
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scientific article; zbMATH DE number 1048973
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English | THE NUMERICAL SOLUTION OF NONLINEAR STOCHASTIC DYNAMICAL SYSTEMS: A BRIEF INTRODUCTION |
scientific article; zbMATH DE number 1048973 |
Statements
THE NUMERICAL SOLUTION OF NONLINEAR STOCHASTIC DYNAMICAL SYSTEMS: A BRIEF INTRODUCTION (English)
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4 December 1997
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stochastic differential equations
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stochastic dynamical systems
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stochastic Taylor expansion
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pathwise approximations
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functional approximations
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stability
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Lyapunov exponents
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stiffness
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