Publication:4784583
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zbMath1012.65004MaRDI QIDQ4784583
Alicia Tocino, Jesus Vigo Aguiar
Publication date: 17 June 2003
stochastic differential equations; weak approximation; Runge-Kutta methods; explicit schemes; weak numerical schemes
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
34F05: Ordinary differential equations and systems with randomness
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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