Stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential algebraic equations (Q2063287)
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scientific article; zbMATH DE number 7455156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential algebraic equations |
scientific article; zbMATH DE number 7455156 |
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Stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential algebraic equations (English)
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11 January 2022
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stochastic differential algebraic equations
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stochastic Runge-Kutta methods
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T-stability
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mean-square stability
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stiffly accurate
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weak convergence
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