Economical Runge-Kutta methods with strong global order one for stochastic differential equations (Q617630)
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: Economical Runge-Kutta methods with strong global order one for stochastic differential equations |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Economical Runge-Kutta methods with strong global order one for stochastic differential equations |
scientific article |
Statements
Economical Runge-Kutta methods with strong global order one for stochastic differential equations (English)
0 references
21 January 2011
0 references
stochastic Taylor expansion
0 references
mean-square stability
0 references
numerical examples
0 references
economical Runge-Kutta schemes
0 references
Stratonovich stochastic differential equations
0 references
numerical stability
0 references
