Random Ordinary Differential Equations and Their Numerical Solution

DOI10.1007/978-981-10-6265-0zbMath1392.60003OpenAlexW2767128663MaRDI QIDQ5349433

Xiaoying Han, Peter E. Kloeden

Publication date: 24 August 2017

Published in: Probability Theory and Stochastic Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-10-6265-0

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Ordinary differential equations and systems with randomness (34F05) Numerical methods for ordinary differential equations (65L99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Research exposition (monographs, survey articles) pertaining to ordinary differential equations (34-02)

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