scientific article; zbMATH DE number 822846
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convergenceerror boundsEuler methodLyapunov exponentsMilshtein methodmotion of a helicopter bladenumerical experimentsstabilitysurveysystems of stochastic differential equations
Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Probabilistic methods, stochastic differential equations (65C99) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical investigation of stability of solutions to ordinary differential equations (65L07)
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