Predictor-Corrector Methods of Runge--Kutta Type for Stochastic Differential Equations (Q4785826)
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scientific article; zbMATH DE number 1848644
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predictor-Corrector Methods of Runge--Kutta Type for Stochastic Differential Equations |
scientific article; zbMATH DE number 1848644 |
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Predictor-Corrector Methods of Runge--Kutta Type for Stochastic Differential Equations (English)
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5 January 2003
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Stratonovich stochastic differential equations
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predictor-corrector methods
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Runge-Kutta methods
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numerical stability
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asymptotic mean-square stability
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