Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach (Q2685282)

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scientific article; zbMATH DE number 7655432
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    Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach
    scientific article; zbMATH DE number 7655432

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      Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach (English)
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      20 February 2023
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      stochastic differential systems
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      Euler-Maruyama scheme
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      strong consistency and convergence
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      asymptotic stability
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