On Runge-Kutta-type methods for two-dimensional stochastic differential equations (Q2471640): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10986-006-0031-1 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2090400531 / rank | |||
Normal rank |
Revision as of 18:08, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On Runge-Kutta-type methods for two-dimensional stochastic differential equations |
scientific article |
Statements
On Runge-Kutta-type methods for two-dimensional stochastic differential equations (English)
0 references
18 February 2008
0 references
stochastic differential equation
0 references
Runge-Kutta method
0 references
weak approximation
0 references
numerical example
0 references