scientific article; zbMATH DE number 1080301
From MaRDI portal
Publication:4361695
zbMath0895.60064MaRDI QIDQ4361695
Publication date: 28 October 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
numerical methodsstochastic differential equationsmean square stability analysisequilibria of linear systems
Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, stochastic differential equations (65C99)
Related Items (7)
Numerical simulation of a linear stochastic oscillator with additive noise ⋮ Growth moment, stability and asymptotic behaviours of solution to a class of time-fractal-fractional stochastic differential equation ⋮ Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods ⋮ Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations ⋮ Mean-square stability properties of an adaptive time-stepping SDE solver ⋮ Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\) ⋮ Numerical solution of random differential initial value problems: Multistep methods
This page was built for publication:
