Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise (Q738526): Difference between revisions
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Latest revision as of 02:37, 10 December 2024
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English | Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise |
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Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise (English)
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2 September 2016
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stochastic differential equation
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random fourth-order Runge-Kutta method
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random mean value theorem
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mean square solution
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stochastic initial value problem
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mean square convergence
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