scientific article; zbMATH DE number 2219899

zbMATH Open1078.65003MaRDI QIDQ5698706FDOQ5698706

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

Publication date: 28 October 2005

Title of this publication is not available (Why is that?)

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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)

Cited In (1)

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

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