scientific article; zbMATH DE number 97735

zbMATH Open0758.65090MaRDI QIDQ4022167FDOQ4022167

Authors: Gong-Yan Lei, Minping Qian, Jianfeng Feng 

Publication date: 17 January 1993

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

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zbMATH Keywords

Wiener processstochastic differential equationsNumerical examplesIto equationssecond-order time-discrete least squares approximation

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cited In (11)

• A second-order Monte Carlo method for the solution of the Ito stochastic differential equation
• A second order stochastic differential equation for the force of interest
• Second-order stochastic differential equation model as an alternative for the ALT and CALT models
• The stochastic second-order perturbation technique in the finite difference method
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• Faedo-Galerkin method for impulsive second-order stochastic integro-differential systems
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• New Second-Order Schemes for Forward Backward Stochastic Differential Equations
• Second order connections and stochastic horizontal lifts
• Second-order discretization schemes of stochastic differential systems for the computation of the invariant law

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