Explicit order \( \frac{3}{2} \) Runge-Kutta method for numerical solutions of stochastic differential equations by using Itô-Taylor expansion (Q2189180)
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scientific article; zbMATH DE number 7211952
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| English | Explicit order \( \frac{3}{2} \) Runge-Kutta method for numerical solutions of stochastic differential equations by using Itô-Taylor expansion |
scientific article; zbMATH DE number 7211952 |
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Explicit order \( \frac{3}{2} \) Runge-Kutta method for numerical solutions of stochastic differential equations by using Itô-Taylor expansion (English)
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15 June 2020
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stochastic differential equations
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pathwise approximation
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Runge-Kutta method
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Itô-Taylor expansion
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0.90260994
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0.89919335
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0.8990252
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0.89848375
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0.8978088
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0.8950492
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0.8949676
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