Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis |
scientific article |
Statements
Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (English)
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20 March 2009
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asymptotic stability
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mean-square stability
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stochastic Runge-Kutta method
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implicit method
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stochastic differential equation
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weak approximation
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