On Runge-Kutta-type methods for two-dimensional stochastic differential equations (Q2471640)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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