Two classes of semi-implicit stochastic Runge-Kutta methods (Q5320537)
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scientific article; zbMATH DE number 5584888
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| English | Two classes of semi-implicit stochastic Runge-Kutta methods |
scientific article; zbMATH DE number 5584888 |
Statements
22 July 2009
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Itô stochastic differential equations
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colored rooted tree
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semi-implicit Runge-Kutta method
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mean-square stability
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stability regions
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0.8782411813735962
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0.8672425150871277
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0.8634873032569885
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0.8634873032569885
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