Rosenbrock-type methods for solving stochastic differential equations (Q6572963)
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scientific article; zbMATH DE number 7881459
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rosenbrock-type methods for solving stochastic differential equations |
scientific article; zbMATH DE number 7881459 |
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Rosenbrock-type methods for solving stochastic differential equations (English)
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16 July 2024
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stochastic differential equations
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Euler-Maruyama method
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Milstein method
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Rosenbrock-type method
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numerical method
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rotational diffusion
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