S-series in the Wong-Zakai approximation for stochastic differential equation

MaRDI QIDQ1375997zbMATH OpenFDO

Authors Yoshihiro Saito, Taketomo Mitsui

Publication date 25 May 1998

Published in Vietnam Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

\(S\)-seriesconvergenceorder conditionsrooted treesRunge-Kutta schemesstochastic differential equation

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, stochastic differential equations (65C99) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

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