scientific article; zbMATH DE number 1844148

zbMATH Open1012.65004MaRDI QIDQ4784583FDOQ4784583

Authors: Jesús Vigo-Aguiar, A. Tocino 

Publication date: 17 June 2003

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic differential equationsweak approximationRunge-Kutta methodsexplicit schemesweak numerical schemes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cited In (2)

• New Itô--Taylor expansions
• Higher order weak linearizations of stochastically driven nonlinear oscillators

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