Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations (Q5392396): Difference between revisions
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Latest revision as of 11:04, 30 July 2024
scientific article; zbMATH DE number 5876977
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations |
scientific article; zbMATH DE number 5876977 |
Statements
Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations (English)
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11 April 2011
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stochastic Runge-Kutta method
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stochastic differential equation
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multicolored rooted tree analysis
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strong approximation
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commutative noise
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diagonal noise
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additive noise
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convergence
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