Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise (Q738526)
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: Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise |
scientific article; zbMATH DE number 6622364
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise |
scientific article; zbMATH DE number 6622364 |
Statements
Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise (English)
0 references
2 September 2016
0 references
stochastic differential equation
0 references
random fourth-order Runge-Kutta method
0 references
random mean value theorem
0 references
mean square solution
0 references
stochastic initial value problem
0 references
mean square convergence
0 references
0 references
0 references
0 references
0 references
