Stahle ROW-Type Weak Scheme for Stochastic Differential Equations (Q4868317): Difference between revisions

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Latest revision as of 01:51, 20 March 2024

scientific article; zbMATH DE number 852105
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English
Stahle ROW-Type Weak Scheme for Stochastic Differential Equations
scientific article; zbMATH DE number 852105

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    Stahle ROW-Type Weak Scheme for Stochastic Differential Equations (English)
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    31 July 1996
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    Rosenbrock-Wanner method
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    ROW method
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    multidimensional Stratonovich stochastic differential equation
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    numerical experiments
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    stability
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