Introduzione alla trattazione numerica di equazioni differenziali ordinarie stocastiche

The aim of this talk is tho provide a practical introduction to numerical
methods for the stochastic ordinary differential equations. To this purpose,
only the simplest numerical methods are considered, so the concepts of
convergence and linear stability are studied in a simple way. It is shown
that such concepts are generalized from analogous concepts for deterministic
ordinary differential equations. Differences and similarities between the
deterministic case and the stochastic one are enlightened.