On Runge-Kutta-type methods for two-dimensional stochastic differential equations (Q2471640)
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scientific article; zbMATH DE number 5236514
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| English | On Runge-Kutta-type methods for two-dimensional stochastic differential equations |
scientific article; zbMATH DE number 5236514 |
Statements
On Runge-Kutta-type methods for two-dimensional stochastic differential equations (English)
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18 February 2008
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stochastic differential equation
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Runge-Kutta method
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weak approximation
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numerical example
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0.8493404984474182
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0.8405713438987732
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0.8351084589958191
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0.8336477875709534
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0.8301631212234497
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