Stratonovich–Taylor expansion and numerical methods<sup>∗</sup> (Q4022597)
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scientific article; zbMATH DE number 98427
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| English | Stratonovich–Taylor expansion and numerical methods<sup>∗</sup> |
scientific article; zbMATH DE number 98427 |
Statements
Stratonovich–Taylor expansion and numerical methods<sup>∗</sup> (English)
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17 January 1993
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Stratonovich-Taylor series
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stochastic process
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stochastic differential equations
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Euler method
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Heun-Maruyama method
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0.8519728183746338
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0.8421778082847595
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0.8181682229042053
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0.8083751797676086
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