Stahle ROW-Type Weak Scheme for Stochastic Differential Equations (Q4868317)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Publication:4868317 |
scientific article; zbMATH DE number 852105
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stahle ROW-Type Weak Scheme for Stochastic Differential Equations |
scientific article; zbMATH DE number 852105 |
Statements
Stahle ROW-Type Weak Scheme for Stochastic Differential Equations (English)
0 references
31 July 1996
0 references
Rosenbrock-Wanner method
0 references
ROW method
0 references
multidimensional Stratonovich stochastic differential equation
0 references
numerical experiments
0 references
stability
0 references
