Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (Q1007380)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations |
scientific article |
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Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (English)
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20 March 2009
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stochastic Runge-Kutta method
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stochastic differential equation
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classification
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weak approximation
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optimal scheme
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