scientific article; zbMATH DE number 2114382

zbMath1085.60004MaRDI QIDQ4826106

M. V. Tretyakov, Grigori N. Milstein

Publication date: 10 November 2004

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Stochastic resonanceBrownian ratchetsCauchy, Dirichlet and Neumann problem for partial differential equationsMean-square methods for stochastic differential equationsRandom walk on small spheresWeak methods for stochastic differential equations

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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