Numerical Methods for Second‐Order Stochastic Differential Equations (Q5444252)
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scientific article; zbMATH DE number 5240394
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Methods for Second‐Order Stochastic Differential Equations |
scientific article; zbMATH DE number 5240394 |
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Numerical Methods for Second‐Order Stochastic Differential Equations (English)
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25 February 2008
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damped harmonic oscillators
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stationary distribution
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stochastic Runge-Kutta methods
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multiplicative noise
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implicit mid-point rule
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second-order stochastic differential equations
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