Runge-Kutta methods for numerical solution of stochastic differential equations (Q5957938)
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: Runge-Kutta methods for numerical solution of stochastic differential equations |
scientific article; zbMATH DE number 1719266
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Runge-Kutta methods for numerical solution of stochastic differential equations |
scientific article; zbMATH DE number 1719266 |
Statements
Runge-Kutta methods for numerical solution of stochastic differential equations (English)
0 references
26 September 2002
0 references
stochastic differential equations
0 references
weak approximation
0 references
Runge-Kutta methods
0 references
weak numerical schemes
0 references
explicit schemes
0 references
numerical examples
0 references
0 references
0 references
