Stochastic Runge–Kutta Methods for Itô SODEs with Small Noise (Q2998009): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Runge–Kutta Methods for Itô SODEs with Small Noise |
scientific article |
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Stochastic Runge–Kutta Methods for Itô SODEs with Small Noise (English)
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17 May 2011
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stochastic Runge-Kutta methods
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Itô stochastic differential equations
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small noise
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mean-square convergence
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Maruyama method
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numerical examples
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