Publication:5395000
From MaRDI portal
zbMath1102.65005MaRDI QIDQ5395000
Publication date: 1 November 2006
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
65L20: Stability and convergence of numerical methods for ordinary differential equations
34K50: Stochastic functional-differential equations
65L05: Numerical methods for initial value problems involving ordinary differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations