Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations (Q633989): Difference between revisions
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| Property / cites work: Order Conditions of Stochastic Runge--Kutta Methods by <i>B</i>-Series / rank | |||
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| Property / cites work: Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations / rank | |||
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| Property / cites work: Second order Runge-Kutta methods for Stratonovich stochastic differential equations / rank | |||
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| Property / cites work: Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations / rank | |||
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Revision as of 08:22, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations |
scientific article |
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Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations (English)
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2 August 2011
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order conditions
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multiplicative noise
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weak approximation
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