On Runge-Kutta-type methods for two-dimensional stochastic differential equations (Q2471640): Difference between revisions

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Revision as of 18:08, 19 March 2024

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On Runge-Kutta-type methods for two-dimensional stochastic differential equations
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    On Runge-Kutta-type methods for two-dimensional stochastic differential equations (English)
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    18 February 2008
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    stochastic differential equation
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    Runge-Kutta method
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    weak approximation
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    numerical example
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