A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by the same user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1007/s40314-014-0140-0 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S40314-014-0140-0 / rank | |||
Normal rank | |||
Latest revision as of 04:10, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise |
scientific article |
Statements
A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (English)
0 references
4 August 2015
0 references
stochastic Runge-Kutta methods
0 references
stochastic differential equations
0 references
strong approximation
0 references
mean-square stability
0 references
A-stability
0 references
stiff system
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
