Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (Q369398): Difference between revisions

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Latest revision as of 15:31, 9 December 2024

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Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations
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    Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (English)
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    24 September 2013
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    explicit method
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    Itô stochastic differential equation
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    mean square stability
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    numerical examples
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    stochastic Runge-Kutta methods
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    weak second-order methods
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