scientific article
zbMath1179.65009MaRDI QIDQ3639870
Arnulf Jentzen, Andreas Neuenkirch, Peter E. Kloeden
Publication date: 26 October 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
numerical examplesItô integralstochastic differential equationspathwise convergencerandom ordinary differential equationsstochastic Taylor expansionsDoss-Sussman transformations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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