Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (Q1007380)
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scientific article; zbMATH DE number 5530700
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| English | Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations |
scientific article; zbMATH DE number 5530700 |
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Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (English)
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20 March 2009
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stochastic Runge-Kutta method
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stochastic differential equation
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classification
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weak approximation
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optimal scheme
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0.9360788464546204
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0.8894267082214355
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0.8849061727523804
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0.8679076433181763
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0.8663005232810974
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