Some drift exponentially fitted stochastic Runge-Kutta methods for solving Itô SDE systems (Q2330479)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Some drift exponentially fitted stochastic Runge-Kutta methods for solving Itô SDE systems |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some drift exponentially fitted stochastic Runge-Kutta methods for solving Itô SDE systems |
scientific article |
Statements
Some drift exponentially fitted stochastic Runge-Kutta methods for solving Itô SDE systems (English)
0 references
22 October 2019
0 references
drift exponentially fitted stochastic Runge-Kutta method
0 references
stochastic differential equations
0 references
stochastic B-series
0 references
mean-square stability
0 references
