Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations (Q3375542)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations |
scientific article |
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Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations (English)
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14 March 2006
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order condition
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rooted tree analysis
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stochastic Runge-Kutta method
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weak approximation
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convergence
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Itô and Stratonovich stochastic differential equations
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multi-parameter Wiener process
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