Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations (Q2244013)
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scientific article; zbMATH DE number 7424871
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| English | Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations |
scientific article; zbMATH DE number 7424871 |
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Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations (English)
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11 November 2021
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mean-square stability
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additive and scalar stochastic differential equations
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stochastic Runge-Kutta method
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1.5 strong convergence orders
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0.8450835347175598
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0.8338295817375183
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0.824253499507904
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0.8227176070213318
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