Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations (Q2483553): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2093459613 / rank | |||
Normal rank | |||
Revision as of 01:32, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations |
scientific article |
Statements
Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations (English)
0 references
28 April 2008
0 references
stochastic Runge-Kutta method
0 references
classification
0 references
weak approximation
0 references
optimal scheme
0 references
numerical examples
0 references
Itô stochastic differential equation systems
0 references
numerical example
0 references
