Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations (Q512857)
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scientific article; zbMATH DE number 6690979
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations |
scientific article; zbMATH DE number 6690979 |
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Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations (English)
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2 March 2017
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Itô stochastic differential equations
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stochastic Runge-Kutta methods
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weak convergence
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