Publication:4242611
From MaRDI portal
zbMath0919.60060MaRDI QIDQ4242611
Henri Schurz, S. S. Artem'ev, Tatiana A. Averina
Publication date: 11 May 1999
phase trajectories; nonlinear stochastic differential equation; three-stage Runge-Kutta method; variable step size algorithm
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)