Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (Q875154)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations
scientific article

    Statements

    Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (English)
    0 references
    0 references
    11 April 2007
    0 references
    multi-dimensional Wiener process
    0 references
    commutativity condition
    0 references
    comparison of methods
    0 references
    derivative-free
    0 references
    multiplicative noise
    0 references
    explicit stochastic Runge-Kutta scheme
    0 references
    numerical experiments
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references