Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations (Q633989)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations |
scientific article; zbMATH DE number 5934929
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations |
scientific article; zbMATH DE number 5934929 |
Statements
Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations (English)
0 references
2 August 2011
0 references
order conditions
0 references
multiplicative noise
0 references
weak approximation
0 references
0 references
