Embedded Stochastic Runge-Kutta Methods
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Publication:3061527
DOI10.1002/pamm.200310213zbMath1201.65125OpenAlexW2141244564MaRDI QIDQ3061527
Publication date: 15 December 2010
Published in: PAMM (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/pamm.200310213
Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical solutions to stochastic differential and integral equations (65C30)
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