Publication:2883008

zbMath1249.93155MaRDI QIDQ2883008

Tatiana A. Averina

Publication date: 11 May 2012

zbMATH Keywords

system of ordinary differential equations; numerical analysis; system of stochastic differential equation

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E03: Stochastic systems in control theory (general)

37H10: Generation, random and stochastic difference and differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations