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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THE NUMERICAL SOLUTION OF NONLINEAR STOCHASTIC DYNAMICAL SYSTEMS: A BRIEF INTRODUCTION
scientific article; zbMATH DE number 1048973

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    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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