Higher strong order methods for linear Itô SDEs on matrix Lie groups (Q2100530)
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scientific article; zbMATH DE number 7621781
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher strong order methods for linear Itô SDEs on matrix Lie groups |
scientific article; zbMATH DE number 7621781 |
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Higher strong order methods for linear Itô SDEs on matrix Lie groups (English)
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22 November 2022
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Lie group methods
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stochastic Runge-Kutta methods
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geometric integration
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