THE NUMERICAL SOLUTION OF NONLINEAR STOCHASTIC DYNAMICAL SYSTEMS: A BRIEF INTRODUCTION
DOI10.1142/S021812749100021XzbMATH Open0876.65097OpenAlexW2008215092MaRDI QIDQ4348388FDOQ4348388
Authors: Eckhard Platen, Henri Schurz, Peter E. Kloeden 
Publication date: 4 December 1997
Published in: International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s021812749100021x
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Probabilistic methods, stochastic differential equations (65C99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical investigation of stability of solutions to ordinary differential equations (65L07)
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