scientific article; zbMATH DE number 5568602

MaRDI QIDQ3633934zbMATH OpenFDO

Authors A. S. Pautov

Publication date 23 June 2009

zbMATH Keywords

convergencenumerical experimentsnumerical integrationstochastic functional-differential equations

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for ordinary differential equations (65L20)

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(10)

• Convergence of the Euler scheme for stochastic functional partial differential equations
• A note on Euler method for the overdamped generalized Langevin equation with fractional noise
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• Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients

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