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Composition of stochastic B-series with applications to implicit Taylor methods - MaRDI portal

Composition of stochastic B-series with applications to implicit Taylor methods (Q623272)

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Composition of stochastic B-series with applications to implicit Taylor methods
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    Composition of stochastic B-series with applications to implicit Taylor methods (English)
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    14 February 2011
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    stochastic Taylor method
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    stochastic differential equation
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    order conditions
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    weak approximation
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    strong approximation
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    stochastic B-series
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    numerical example
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    rooted trees
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