On Runge-Kutta-type methods for two-dimensional stochastic differential equations (Q2471640): Difference between revisions

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+Jurgis Navikas
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+MaRDI publication profile
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+https://doi.org/10.1007/s10986-006-0031-1
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+W2090400531
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+Q4004325
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@@ Property / cites work @@
+Second-order weak approximations for Stratonovich stochastic differential equations
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+Second order weak Runge-Kutta type methods for Itô equations
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+Q4824663
@@ Property / cites work: Q4824663 / rank @@
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+Expansion of the global error for numerical schemes solving stochastic differential equations
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+Weak Approximation of Solutions of Systems of Stochastic Differential Equations
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