Asymptotic behavior of solutions of general linear differential equations perturbed by Wiener process

DOI10.24144/2616-7700.2022.41(2).29-40MaRDI QIDQ6600577FDOQ6600577

Authors: O. M. Desnyts'kyĭ, Yu. Yu. Mlavets', I. V. Orlovs'kyĭ, O. A. Tymoshenko 

Publication date: 9 September 2024

Published in: Naukovyĭ Visnyk Uzhgorods'kogo Universytetu. Seriya Matematyka i Informatyka (Search for Journal in Brave)

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zbMATH Keywords

stochastic differential equationEuler-Maruyama methodasymptotic properties of solutionsmodeling of stochastic differential equations

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

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