Economical Runge-Kutta methods with strong global order one for stochastic differential equations (Q617630)
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scientific article; zbMATH DE number 5840213
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Economical Runge-Kutta methods with strong global order one for stochastic differential equations |
scientific article; zbMATH DE number 5840213 |
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Economical Runge-Kutta methods with strong global order one for stochastic differential equations (English)
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21 January 2011
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stochastic Taylor expansion
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mean-square stability
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numerical examples
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economical Runge-Kutta schemes
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Stratonovich stochastic differential equations
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numerical stability
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