Publication:4728212

zbMath0618.65146MaRDI QIDQ4728212

S. S. Artem'ev, Tatiana A. Averina

Publication date: 1986

zbMATH Keywords

stability; numerical example; stochastic differential equations

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

65L20: Stability and convergence of numerical methods for ordinary differential equations

34F05: Ordinary differential equations and systems with randomness

65L05: Numerical methods for initial value problems involving ordinary differential equations

65C99: Probabilistic methods, stochastic differential equations