Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. (Q1426803)
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scientific article; zbMATH DE number 2057251
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. |
scientific article; zbMATH DE number 2057251 |
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Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. (English)
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15 March 2004
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weak approximation
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stochastic Runge-Kutta methods
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Stratonovich stochastic differential equation
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Wiener processes
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convergence
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