Runge-Kutta methods for Itô stochastic differential equations with scalar noise (Q2492722): 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/s10543-005-0039-7 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2098745142 / rank | |||
Normal rank | |||
Revision as of 00:11, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Runge-Kutta methods for Itô stochastic differential equations with scalar noise |
scientific article |
Statements
Runge-Kutta methods for Itô stochastic differential equations with scalar noise (English)
0 references
14 June 2006
0 references
numerical examples
0 references
stochastic Runge-Kutta methods
0 references
Itô stochastic differential equation systems
0 references
Wiener process
0 references
colored rooted tree analysis
0 references
convergence
0 references
