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Publication:3398957
zbMath1189.60120MaRDI QIDQ3398957
Publication date: 29 September 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05) Generation, random and stochastic difference and differential equations (37H10) Numerical solutions to stochastic differential and integral equations (65C30)
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Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods ⋮ Algorithmic solution of stochastic differential equations ⋮ Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method ⋮ On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises ⋮ Locally linearized methods for the simulation of stochastic oscillators driven by random forces ⋮ A review on numerical schemes for solving a linear stochastic oscillator
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