Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations (Q2483553): Difference between revisions
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Revision as of 08:18, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations |
scientific article |
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Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations (English)
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28 April 2008
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stochastic Runge-Kutta method
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classification
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weak approximation
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optimal scheme
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numerical examples
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Itô stochastic differential equation systems
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numerical example
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