Continuous Runge-Kutta Methods for Stratonovich Stochastic Differential Equations (Q3504226)

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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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