Asymptotically Efficient Runge-Kutta Methods for a Class of Itô and Stratonovich Equations (Q3212254)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically Efficient Runge-Kutta Methods for a Class of Itô and Stratonovich Equations |
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Asymptotically Efficient Runge-Kutta Methods for a Class of Itô and Stratonovich Equations (English)
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1991
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Itô differential equation
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Stratonovich differential equation
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nonlinear filtering
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central limit theorem
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efficient estimators
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stochastic differential equations
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Brownian motion
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Runge-Kutta methods
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maximum order of convergence
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Euler scheme
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