Geodesic
A relation between numerical and analytical results for stochastic differential equations
Numerical methods and programming, Tome 9 (2008) no. 3, pp. 234-238

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We consider the following simplest ordinary differential equations: the Jacobi equation $y''+K(x)y=0$ with the random coefficient $K(x)=K(x,\omega)$ and the equation $y'=a(x)y$ with the random coefficient $a(x)=a(x,\omega)$. A relation between numerical and analytical approaches to the study of solutions to these equations is examined. The advantages of these approaches are discussed.
Keywords: equations with random coefficients, numerical modeling, stochastic differential equations. 
@article{VMP_2008_9_3_a5,
     author = {D. A. Grachev},
     title = {A relation between numerical and analytical results for stochastic differential equations},
     journal = {Numerical methods and programming},
     pages = {234--238},
     publisher = {mathdoc},
     volume = {9},
     number = {3},
     year = {2008},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMP_2008_9_3_a5/}
}
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D. A. Grachev. A relation between numerical and analytical results for stochastic differential equations. Numerical methods and programming, Tome 9 (2008) no. 3, pp. 234-238. http://geodesic.mathdoc.fr/item/VMP_2008_9_3_a5/