Continuous Runge-Kutta Methods for Stratonovich Stochastic Differential Equations (Q3504226)
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English | Continuous Runge-Kutta Methods for Stratonovich Stochastic Differential Equations |
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Continuous Runge-Kutta Methods for Stratonovich Stochastic Differential Equations (English)
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11 June 2008
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Stochastic differential equations
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continuous time approximation methods
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convergence
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stochastic Runge-Kutta methods
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Stratonovich SDE systems
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