Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations (Q2483553): Difference between revisions

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Latest revision as of 22:27, 27 June 2024

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Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations
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    Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations (English)
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    28 April 2008
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    stochastic Runge-Kutta method
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    classification
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    weak approximation
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    optimal scheme
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    numerical examples
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    Itô stochastic differential equation systems
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    numerical example
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