An explicit order 2 scheme for the strong approximation of Stratonovich stochastic differential equations with scalar noise (Q6085257)
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scientific article; zbMATH DE number 7776094
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An explicit order 2 scheme for the strong approximation of Stratonovich stochastic differential equations with scalar noise |
scientific article; zbMATH DE number 7776094 |
Statements
An explicit order 2 scheme for the strong approximation of Stratonovich stochastic differential equations with scalar noise (English)
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12 December 2023
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scalar noise
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stochastic Runge-Kutta methods
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Stratonovich stochastic differential equations
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strong order of convergence
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