TWO-STEP ORDER STRONG METHOD FOR APPROXIMATING STOCHASTIC DIFFERENTIAL EQUATIONS (Q6115088)
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scientific article; zbMATH DE number 7727244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TWO-STEP ORDER STRONG METHOD FOR APPROXIMATING STOCHASTIC DIFFERENTIAL EQUATIONS |
scientific article; zbMATH DE number 7727244 |
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TWO-STEP ORDER STRONG METHOD FOR APPROXIMATING STOCHASTIC DIFFERENTIAL EQUATIONS (English)
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15 August 2023
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stochastic differential equations
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pathwise approximation
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Runge-Kutta method
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Itô-Taylor expansion
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