A class of second-order Runge-Kutta methods for numerical solution of stochastic differential equations (Q4223639)
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scientific article; zbMATH DE number 1236126
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of second-order Runge-Kutta methods for numerical solution of stochastic differential equations |
scientific article; zbMATH DE number 1236126 |
Statements
A class of second-order Runge-Kutta methods for numerical solution of stochastic differential equations (English)
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30 August 1999
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explicit Runge-Kutta methods
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(ordinary) stochastic differential equations
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second-order accuracy
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variance reduction
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