scientific article; zbMATH DE number 2219899

MaRDI QIDQ5698706zbMATH OpenFDO

Authors S. S. Artem'ev, T. A. Averina

Publication date 28 October 2005

zbMATH Keywords

stochastic differential equationMonte Carlo methodsunstable stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(1)

• Numerical approximation of stochastic differential delay equation with coefficients of polynomial growth

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