scientific article; zbMATH DE number 749531
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Publication:4697790
zbMath0816.65149MaRDI QIDQ4697790
Publication date: 9 May 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
convergencenumerical resultsCauchy problemsystems of stochastic differential equationsRosenbrock method
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Probabilistic methods, stochastic differential equations (65C99)
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