Two classes of semi-implicit stochastic Runge-Kutta methods

MaRDI QIDQ5320537zbMATH OpenFDO

Authors

Publication date 22 July 2009

zbMATH Keywords

colored rooted treeItô stochastic differential equationsmean-square stabilitysemi-implicit Runge-Kutta methodstability regions

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(4)

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