Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises

DOI10.1016/J.CHAOS.2020.110195MaRDI QIDQ2123648zbMATH OpenOpenAlexFDO

Authors H. de la Cruz

Publication date 14 April 2022

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.chaos.2020.110195

zbMATH Keywords

additive noisecomputer simulationlocal linearization approachsmall noisesstabilitystochastic differential equations

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(3)

• Finite-time input-to-state stability of switched stochastic time-varying nonlinear systems with time delays
• Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noises
• Numerical Methods in the Weak Sense for Stochastic Differential Equations with Small Noise

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