scientific article; zbMATH DE number 1324002

MaRDI QIDQ4255374zbMATH OpenFDO

Authors Annett Wadewitz

Publication date 12 August 1999

zbMATH Keywords

additive noisesplitting up methodsstochastic Goursat problemVolterra-Ito equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30)

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(4)

• scientific article; zbMATH DE number 847973 (Why is no real title available?)
• scientific article; zbMATH DE number 5657859 (Why is no real title available?)
• In-Probability Approximation and Simulation of Nonlinear Jump-Diffusion Stochastic Differential Equations
• Approximate analysis of nonlinear stochastic differential equations using certain generalized quasi-moment functions

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