Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations (Q5884008)
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scientific article; zbMATH DE number 7665244
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| English | Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations |
scientific article; zbMATH DE number 7665244 |
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19 March 2023
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stochastic differential equations
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stochastic Runge-Kutta schemes
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Itô-Taylor expansion
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mean-square stability
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convergence
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Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations (English)
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0.8332569003105164
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0.8278549313545227
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0.8180548548698425
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