Publication:2883008
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zbMath1249.93155MaRDI QIDQ2883008
Publication date: 11 May 2012
system of ordinary differential equations; numerical analysis; system of stochastic differential equation
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