scientific article; zbMATH DE number 3984247

zbMATH Open0608.60059MaRDI QIDQ3747435FDOQ3747435

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

Publication date: 1986

Title of this publication is not available (Why is that?)

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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)

Cited In (8)

• Statistical analysis of diffusion systems with invariants
• A new numerical scheme for a class of reflected stochastic differential equations
• Title not available (Why is that?)
• Numerical solution of stochastic differential equations in the sense of Stratonovich in an amorphization crystal lattice model
• Title not available (Why is that?)
• Modeling and analysis of linear invariant stochastic systems
• Numerical Methods for Stochastic Differential Equations in Matrix Lie Groups Made Simple
• Rooted tree analysis of the order conditions of row-type scheme for stochastic differential equations

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