High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise (Q297549)
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scientific article; zbMATH DE number 6598437
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise |
scientific article; zbMATH DE number 6598437 |
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High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise (English)
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27 June 2016
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Stratonovich stochastic differential equations
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stochastic Runge-Kutta methods
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strong convergence
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