Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds (Q6064947)

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scientific article; zbMATH DE number 7763890
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Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds
scientific article; zbMATH DE number 7763890

    Statements

    Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds (English)
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    10 November 2023
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    stochastic Runge-Kutta method
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    Runge-Kutta-Munthe-Kaas scheme
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    Casimir functions
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