Stochastic Runge-Kutta method with weak and strong convergency (Q3515598)
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scientific article; zbMATH DE number 5305190
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic Runge-Kutta method with weak and strong convergency |
scientific article; zbMATH DE number 5305190 |
Statements
29 July 2008
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numerical example
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stochastic differential equation
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stochastic Runge-Kutta methods
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weak and strong approximation
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Itô-Taylor expansion
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explicit schemes
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0.8962424397468567
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0.8701236844062805
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0.8695559501647949
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0.8679660558700562
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0.8678524494171143
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