A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noise (Q438712)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noise |
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A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noise (English)
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31 July 2012
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stochastic differential-algebraic equation
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stochastic Runge-Kutta method
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stiffly accurate
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mean-square convergence
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mean-square stability
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numerical examples
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Wiener process
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