On Runge-Kutta-type methods for two-dimensional stochastic differential equations (Q2471640): Difference between revisions
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Revision as of 04:35, 11 February 2024
scientific article
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English | On Runge-Kutta-type methods for two-dimensional stochastic differential equations |
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On Runge-Kutta-type methods for two-dimensional stochastic differential equations (English)
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18 February 2008
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stochastic differential equation
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Runge-Kutta method
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weak approximation
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numerical example
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