Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (Q875154)
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scientific article; zbMATH DE number 5141768
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations |
scientific article; zbMATH DE number 5141768 |
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Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (English)
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11 April 2007
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multi-dimensional Wiener process
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commutativity condition
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comparison of methods
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derivative-free
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multiplicative noise
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explicit stochastic Runge-Kutta scheme
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numerical experiments
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