Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations (Q633989): Difference between revisions
From MaRDI portal
Latest revision as of 23:10, 9 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations |
scientific article |
Statements
Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations (English)
0 references
2 August 2011
0 references
order conditions
0 references
multiplicative noise
0 references
weak approximation
0 references
0 references