Runge-Kutta methods for Itô stochastic differential equations with scalar noise (Q2492722): Difference between revisions
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Revision as of 08:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Runge-Kutta methods for Itô stochastic differential equations with scalar noise |
scientific article |
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Runge-Kutta methods for Itô stochastic differential equations with scalar noise (English)
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14 June 2006
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numerical examples
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stochastic Runge-Kutta methods
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Itô stochastic differential equation systems
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Wiener process
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colored rooted tree analysis
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convergence
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