Stahle ROW-Type Weak Scheme for Stochastic Differential Equations (Q4868317): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 17:47, 5 March 2024
scientific article; zbMATH DE number 852105
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stahle ROW-Type Weak Scheme for Stochastic Differential Equations |
scientific article; zbMATH DE number 852105 |
Statements
Stahle ROW-Type Weak Scheme for Stochastic Differential Equations (English)
0 references
31 July 1996
0 references
Rosenbrock-Wanner method
0 references
ROW method
0 references
multidimensional Stratonovich stochastic differential equation
0 references
numerical experiments
0 references
stability
0 references
