Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (Q369398): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations |
scientific article |
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Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (English)
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24 September 2013
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explicit method
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Itô stochastic differential equation
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mean square stability
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numerical examples
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stochastic Runge-Kutta methods
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weak second-order methods
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