Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies (Q2175837)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies |
scientific article |
Statements
Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies (English)
0 references
30 April 2020
0 references
stochastic differential equations
0 references
numerical solutions
0 references
balanced stochastic Runge-Kutta methods
0 references
mean-square stability
0 references
strong convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
