A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804): Difference between revisions

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A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise
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    A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (English)
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    4 August 2015
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    stochastic Runge-Kutta methods
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    stochastic differential equations
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    strong approximation
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    mean-square stability
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    A-stability
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    stiff system
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