Numerical preservation issues in stochastic dynamical systems by $ \vartheta $-methods

Abstract

<p style='text-indent:20px;'>This paper analyzes conservation issues in the discretization of certain stochastic dynamical systems by means of stochastic <inline-formula><tex-math id="M2">\begin{document}$ \vartheta $\end{document}</tex-math></inline-formula>-mehods. The analysis also takes into account the effects of the estimation of the expected values by means of Monte Carlo simulations. The theoretical analysis is supported by a numerical evidence on a given stochastic oscillator, inspired by the Duffing oscillator.</p>