A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise |
scientific article |
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A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (English)
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4 August 2015
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stochastic Runge-Kutta methods
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stochastic differential equations
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strong approximation
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mean-square stability
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A-stability
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stiff system
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