THE NUMERICAL SOLUTION OF NONLINEAR STOCHASTIC DYNAMICAL SYSTEMS: A BRIEF INTRODUCTION
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stabilityLyapunov exponentsstiffnessstochastic differential equationsstochastic dynamical systemsstochastic Taylor expansionfunctional approximationspathwise approximations
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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