THE NUMERICAL SOLUTION OF NONLINEAR STOCHASTIC DYNAMICAL SYSTEMS: A BRIEF INTRODUCTION
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functional approximationsLyapunov exponentspathwise approximationsstabilitystiffnessstochastic differential equationsstochastic dynamical systemsstochastic Taylor expansion
Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, stochastic differential equations (65C99) Numerical investigation of stability of solutions to ordinary differential equations (65L07)
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