Weak second order S-ROCK methods for Stratonovich stochastic differential equations (Q413734)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Weak second order S-ROCK methods for Stratonovich stochastic differential equations |
scientific article |
Statements
Weak second order S-ROCK methods for Stratonovich stochastic differential equations (English)
0 references
7 May 2012
0 references
explicit method
0 references
mean square stability
0 references
stochastic orthogonal Runge-Kutta Chebyshev method
0 references
0 references
0 references
0 references