New ROW-type scheme with weak order 2 for approximating stochastic differential equations (Q3517590)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New ROW-type scheme with weak order 2 for approximating stochastic differential equations |
scientific article |
Statements
New ROW-type scheme with weak order 2 for approximating stochastic differential equations (English)
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12 August 2008
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ROW method
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order conditions
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weak order
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Rosenbrock-Wanner type scheme
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