A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804)
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scientific article; zbMATH DE number 6469703
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| English | A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise |
scientific article; zbMATH DE number 6469703 |
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A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (English)
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4 August 2015
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stochastic Runge-Kutta methods
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stochastic differential equations
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strong approximation
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mean-square stability
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A-stability
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stiff system
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0.8484643697738647
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0.8442654609680176
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0.8435215950012207
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0.8352057337760925
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