Second Order Runge–Kutta Methods for Itô Stochastic Differential Equations (Q3578051)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second Order Runge–Kutta Methods for Itô Stochastic Differential Equations |
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Second Order Runge–Kutta Methods for Itô Stochastic Differential Equations (English)
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13 July 2010
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stochastic Runge-Kutta method
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stochastic differential equation
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multicolored rooted tree analysis
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weak approximation
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numerical examples
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multidimensional Wiener process
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order conditions
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weak convergence
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