Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (Q875154)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations |
scientific article; zbMATH DE number 5141768
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations |
scientific article; zbMATH DE number 5141768 |
Statements
Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (English)
0 references
11 April 2007
0 references
multi-dimensional Wiener process
0 references
commutativity condition
0 references
comparison of methods
0 references
derivative-free
0 references
multiplicative noise
0 references
explicit stochastic Runge-Kutta scheme
0 references
numerical experiments
0 references
0 references
0 references
0 references
0.9268494844436646
0 references
0.857594907283783
0 references
0.8530613780021667
0 references
0.8501189947128296
0 references
0.8490172028541565
0 references
