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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stochastic differential equationsweak approximationRunge-Kutta methodsexplicit schemesweak numerical schemes
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)
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