Weak second order S-ROCK methods for Stratonovich stochastic differential equations (Q413734)
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English | Weak second order S-ROCK methods for Stratonovich stochastic differential equations |
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Weak second order S-ROCK methods for Stratonovich stochastic differential equations (English)
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7 May 2012
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explicit method
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mean square stability
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stochastic orthogonal Runge-Kutta Chebyshev method
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