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New S-ROCK methods for stochastic differential equations with commutative noise - MaRDI portal

New S-ROCK methods for stochastic differential equations with commutative noise (Q3389576)

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New S-ROCK methods for stochastic differential equations with commutative noise
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    23 March 2022
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    stochastic differential equations
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    Runge-Kutta methods
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    stochastic mean square stability
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    stiff equations
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    commutative noise
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    New S-ROCK methods for stochastic differential equations with commutative noise (English)
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