scientific article; zbMATH DE number 930590

MaRDI QIDQ4894350zbMATH OpenFDO

Authors Jianfeng Feng

Publication date 20 November 1996

zbMATH Keywords

convergencesEuler methodnumerical examplesRunge-Kutta methodstochastic differential equations

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, stochastic differential equations (65C99) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

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