scientific article; zbMATH DE number 1217675

zbMATH Open0909.65147MaRDI QIDQ4215033FDOQ4215033

Authors: N. Yannios, Peter E. Kloeden 

Publication date: 2 November 1998

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

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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)

Cited In (10)

• Title not available (Why is that?)
• Time discretization of a setvalued stochastic dynamic system
• Approximation by time discretization of special stochastic evolution equations
• Time-Frequency Characterization of Stochastic Differential Equations
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• Simulation studies on time discrete diffusion approximations
• Title not available (Why is that?)
• Stochastic Runge-Kutta schemes for discretization of hysteretic models
• Tsirel'son's equation in discrete time
• A new numerical method for SDEs and its application in circuit simulation

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