Economical Runge-Kutta methods with strong global order one for stochastic differential equations (Q617630): Difference between revisions

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Latest revision as of 17:16, 3 July 2024

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Economical Runge-Kutta methods with strong global order one for stochastic differential equations
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    Economical Runge-Kutta methods with strong global order one for stochastic differential equations (English)
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    21 January 2011
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    stochastic Taylor expansion
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    mean-square stability
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    numerical examples
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    economical Runge-Kutta schemes
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    Stratonovich stochastic differential equations
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    numerical stability
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