Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations (Q2483553)
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scientific article; zbMATH DE number 5268578
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| English | Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations |
scientific article; zbMATH DE number 5268578 |
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Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations (English)
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28 April 2008
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stochastic Runge-Kutta method
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classification
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weak approximation
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optimal scheme
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numerical examples
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Itô stochastic differential equation systems
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numerical example
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0.892952561378479
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0.8849061727523804
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0.8840618133544922
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0.8737664222717285
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0.8640235662460327
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