scientific article; zbMATH DE number 711262
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Publication:4319807
zbMath0810.65144MaRDI QIDQ4319807
Publication date: 15 January 1995
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monographsystemsstochastic differential equationsRunge-Kutta type methodsimplicit methodsWiener integralsmean-square approximationIto integralsMonte-Carlo computation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Probabilistic methods, stochastic differential equations (65C99)
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