Numerical solution of stochastic differential equations by second order Runge-Kutta methods (Q636478)
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scientific article; zbMATH DE number 5943928
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| English | Numerical solution of stochastic differential equations by second order Runge-Kutta methods |
scientific article; zbMATH DE number 5943928 |
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Numerical solution of stochastic differential equations by second order Runge-Kutta methods (English)
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28 August 2011
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stochastic differential equation
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random second order Runge-Kutta methods
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random mean value theorem
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mean square solution
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0.8650004267692566
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0.8606162071228027
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0.8600509166717529
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0.8563242554664612
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