Second-order weak approximations for Stratonovich stochastic differential equations (Q1901198)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order weak approximations for Stratonovich stochastic differential equations |
scientific article |
Statements
Second-order weak approximations for Stratonovich stochastic differential equations (English)
0 references
7 November 1995
0 references
The paper considers Runge-Kutta type weak approximations for stochastic differential equations. It provides conditions for second order weak approximations for a wide class of Stratonovich stochastic differential equations.
0 references
Runge-Kutta type weak approximations
0 references
stochastic differential equations
0 references
