Numerical solution of stochastic differential equations by second order Runge-Kutta methods (Q636478)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of stochastic differential equations by second order Runge-Kutta methods |
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Numerical solution of stochastic differential equations by second order Runge-Kutta methods (English)
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28 August 2011
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stochastic differential equation
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random second order Runge-Kutta methods
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random mean value theorem
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mean square solution
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