scientific article; zbMATH DE number 5065555
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zbMath1105.65008MaRDI QIDQ5493038
Rudolf Scherer, Jialin Hong, Lijin Wang
Publication date: 20 October 2006
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
numerical experimentsEuler-Maruyama methodsystem of stochastic differential equationsstochastic midpoint method
Numerical computation of solutions to systems of equations (65H10) Numerical solutions to stochastic differential and integral equations (65C30) Time series analysis of dynamical systems (37M10) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)
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