Economical Runge-Kutta methods with strong global order one for stochastic differential equations (Q617630): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:45, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Economical Runge-Kutta methods with strong global order one for stochastic differential equations |
scientific article |
Statements
Economical Runge-Kutta methods with strong global order one for stochastic differential equations (English)
0 references
21 January 2011
0 references
stochastic Taylor expansion
0 references
mean-square stability
0 references
numerical examples
0 references
economical Runge-Kutta schemes
0 references
Stratonovich stochastic differential equations
0 references
numerical stability
0 references
