Numerical Integration of Multiplicative-Noise Stochastic Differential Equations (Q3706475)
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scientific article; zbMATH DE number 3934383
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| default for all languages | No label defined |
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| English | Numerical Integration of Multiplicative-Noise Stochastic Differential Equations |
scientific article; zbMATH DE number 3934383 |
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Numerical Integration of Multiplicative-Noise Stochastic Differential Equations (English)
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1985
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Ito stochastic differential equation
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numerical examples
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Runge-Kutta method
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Wiener processes
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Error estimates
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0.9626429
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0.9486167
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0.9371098
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0.9362383
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0.9311294
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