Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (Q1007380)
From MaRDI portal
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 |
Statements
Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (English)
0 references
20 March 2009
0 references
stochastic Runge-Kutta method
0 references
stochastic differential equation
0 references
classification
0 references
weak approximation
0 references
optimal scheme
0 references
