Economical Runge-Kutta methods for numerical solution of stochastic differential equations (Q960026)
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scientific article; zbMATH DE number 5382743
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Economical Runge-Kutta methods for numerical solution of stochastic differential equations |
scientific article; zbMATH DE number 5382743 |
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Economical Runge-Kutta methods for numerical solution of stochastic differential equations (English)
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16 December 2008
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stochastic differential equations
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numerical examples
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Runge-Kutta scheme
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numerical stability
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