scientific article; zbMATH DE number 3984247

zbMATH Open0608.60059MaRDI QIDQ3747435FDOQ3747435

Authors S. S. Artem'ev, T. A. Averina 

Publication date 1986

zbMATH Keywords

stability of numerical schemessimulation of stochastic differential equations

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20)

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