Order Conditions of Stochastic Runge--Kutta Methods by <i>B</i>-Series (Q2706380)
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English | Order Conditions of Stochastic Runge--Kutta Methods by <i>B</i>-Series |
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Order Conditions of Stochastic Runge--Kutta Methods by <i>B</i>-Series (English)
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19 March 2001
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order conditions
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B-series
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global convergence
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stochastic Runge-Kutta methods
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Stratonovich stochastic differential equation
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