Second-order weak approximations for Stratonovich stochastic differential equations (Q1901198)
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scientific article; zbMATH DE number 813137
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order weak approximations for Stratonovich stochastic differential equations |
scientific article; zbMATH DE number 813137 |
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Second-order weak approximations for Stratonovich stochastic differential equations (English)
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7 November 1995
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The paper considers Runge-Kutta type weak approximations for stochastic differential equations. It provides conditions for second order weak approximations for a wide class of Stratonovich stochastic differential equations.
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Runge-Kutta type weak approximations
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stochastic differential equations
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