Runge-Kutta Algorithm for the Numerical Integration of Stochastic Differential Equations (Q4842221)
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scientific article; zbMATH DE number 779260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Runge-Kutta Algorithm for the Numerical Integration of Stochastic Differential Equations |
scientific article; zbMATH DE number 779260 |
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Runge-Kutta Algorithm for the Numerical Integration of Stochastic Differential Equations (English)
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11 June 1996
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numerical integration
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simulations
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Runge-Kutta algorithm
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stochastic differential equations
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discrete approximation
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covariance
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