Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (Q369398)
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scientific article; zbMATH DE number 6210968
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| English | Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations |
scientific article; zbMATH DE number 6210968 |
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Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (English)
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24 September 2013
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explicit method
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Itô stochastic differential equation
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mean square stability
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numerical examples
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stochastic Runge-Kutta methods
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weak second-order methods
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0.9627991
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0.94126594
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0.93639386
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0.93255466
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0.92952114
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