Stahle ROW-Type Weak Scheme for Stochastic Differential Equations (Q4868317)
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scientific article; zbMATH DE number 852105
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stahle ROW-Type Weak Scheme for Stochastic Differential Equations |
scientific article; zbMATH DE number 852105 |
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Stahle ROW-Type Weak Scheme for Stochastic Differential Equations (English)
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31 July 1996
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Rosenbrock-Wanner method
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ROW method
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multidimensional Stratonovich stochastic differential equation
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numerical experiments
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stability
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