Explicit order \( \frac{3}{2} \) Runge-Kutta method for numerical solutions of stochastic differential equations by using Itô-Taylor expansion (Q2189180): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit order \( \frac{3}{2} \) Runge-Kutta method for numerical solutions of stochastic differential equations by using Itô-Taylor expansion |
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Explicit order \( \frac{3}{2} \) Runge-Kutta method for numerical solutions of stochastic differential equations by using Itô-Taylor expansion (English)
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15 June 2020
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stochastic differential equations
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pathwise approximation
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Runge-Kutta method
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Itô-Taylor expansion
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