Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. (Q1426803): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Created claim: Wikidata QID (P12): Q115359905, #quickstatements; #temporary_batch_1711574657256 |
||
Property / Wikidata QID | |||
Property / Wikidata QID: Q115359905 / rank | |||
Normal rank |
Revision as of 00:07, 28 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. |
scientific article |
Statements
Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. (English)
0 references
15 March 2004
0 references
weak approximation
0 references
stochastic Runge-Kutta methods
0 references
Stratonovich stochastic differential equation
0 references
Wiener processes
0 references
convergence
0 references