New explicit stabilized stochastic Runge-Kutta methods with weak second order for stiff Itô stochastic differential equations (Q2274162)
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scientific article; zbMATH DE number 7107358
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| English | New explicit stabilized stochastic Runge-Kutta methods with weak second order for stiff Itô stochastic differential equations |
scientific article; zbMATH DE number 7107358 |
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New explicit stabilized stochastic Runge-Kutta methods with weak second order for stiff Itô stochastic differential equations (English)
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19 September 2019
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stiff stochastic differential equations
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explicit stabilized methods
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weak second order
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