scientific article; zbMATH DE number 7012582
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stochastic differential equationmultiplicative noiseGaussian random variableslinear equations systemdamped harmonic oscillators with noise
Computer graphics; computational geometry (digital and algorithmic aspects) (68U05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25)
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Cited in
(5)- scientific article; zbMATH DE number 1343499 (Why is no real title available?)
- Numerical solution of systems of random differential equations with Gaussian statistics
- Numerical solution of Heun equation via linear stochastic differential equation
- An explicit Euler scheme for generalized \(n\)-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises
- A Magnus-based integrator for Brownian parametric semi-linear oscillators
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