Publication:5698706

zbMath1078.65003MaRDI QIDQ5698706

S. S. Artem'ev, Tatiana A. Averina

Publication date: 28 October 2005

zbMATH Keywords

stochastic differential equation; Monte Carlo methods; unstable stochastic differential equation

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34F05: Ordinary differential equations and systems with randomness

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations