The Stochastic$\alpha$ Method: A Numerical Method for Simulation of Noisy Second Order Dynamical Systems (Q3117363)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Stochastic$\alpha$ Method: A Numerical Method for Simulation of Noisy Second Order Dynamical Systems |
scientific article |
Statements
27 February 2012
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second order stochastic differential equations
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multiplicative noise
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multiple itô integrals
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numerical dissipation
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The Stochastic$\alpha$ Method: A Numerical Method for Simulation of Noisy Second Order Dynamical Systems (English)
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