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Q3515598 - MaRDI portal

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    Statements

    publication date
    29 July 2008
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    zbMATH Keywords
    numerical example
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    stochastic differential equation
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    stochastic Runge-Kutta methods
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    weak and strong approximation
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    Itô-Taylor expansion
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    explicit schemes
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    Identifiers

    Mathematics Subject Classification ID
    65C30
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    60H10
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    60H35
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    34F05
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    65L06
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    65L20
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    zbMATH DE Number
    5305190
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