Strong first order \(S\)-ROCK methods for stochastic differential equations (Q1932776)
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scientific article; zbMATH DE number 6127788
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong first order \(S\)-ROCK methods for stochastic differential equations |
scientific article; zbMATH DE number 6127788 |
Statements
Strong first order \(S\)-ROCK methods for stochastic differential equations (English)
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21 January 2013
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explicit method
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mean square stability
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stochastic orthogonal Runge-Kutta Chebyshev method
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