scientific article; zbMATH DE number 1217675

MaRDI QIDQ4215033zbMATH OpenFDO

Authors N. Yannios, Peter E. Kloeden

Publication date 2 November 1998

zbMATH Keywords

weak convergencefinite element methodstochastic differential equationsstochastic Taylor expansionstime discretization methodssecond-order schemesDuffing oscillator equations

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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