THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE
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Publication:3173988
DOI10.1142/S0219493711003279zbMath1236.60067MaRDI QIDQ3173988
Peter E. Kloeden, Evelyn Buckwar, Martin Georg Riedler
Publication date: 11 October 2011
Published in: Stochastics and Dynamics (Search for Journal in Brave)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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