Midpoint rule for a linear stochastic oscillator with additive noise (Q5493038)
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scientific article; zbMATH DE number 5065555
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| English | Midpoint rule for a linear stochastic oscillator with additive noise |
scientific article; zbMATH DE number 5065555 |
Statements
20 October 2006
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stochastic midpoint method
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system of stochastic differential equations
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numerical experiments
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Euler-Maruyama method
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0.820939838886261
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0.8109641075134277
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0.7907435297966003
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0.7824854850769043
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