Implicit stochastic Runge-Kutta methods for stochastic differential equations (Q1826448)
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scientific article; zbMATH DE number 2081527
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implicit stochastic Runge-Kutta methods for stochastic differential equations |
scientific article; zbMATH DE number 2081527 |
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Implicit stochastic Runge-Kutta methods for stochastic differential equations (English)
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6 August 2004
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stochastic differential equations
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Runge-Kutta methods
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stiffly accurate
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numerical stability
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comparison of methods
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Stratonovich type
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convergence
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asymptotic stability
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trapezoidal method
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numerical results
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