A new adaptive Runge-Kutta method for stochastic differential equations (Q2370676)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new adaptive Runge-Kutta method for stochastic differential equations |
scientific article |
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A new adaptive Runge-Kutta method for stochastic differential equations (English)
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29 June 2007
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adaptive time-stepping
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forward-backward error estimation
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numerical experiments
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