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Low-storage Runge-Kutta methods for stochastic differential equations - MaRDI portal

Low-storage Runge-Kutta methods for stochastic differential equations (Q947741)

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scientific article; zbMATH DE number 5349247
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Low-storage Runge-Kutta methods for stochastic differential equations
scientific article; zbMATH DE number 5349247

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    Low-storage Runge-Kutta methods for stochastic differential equations (English)
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    7 October 2008
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    noncommutative systems of stochastic differential equations
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    Runge-Kutta methods
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    low-storage
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    numerical results
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