\(S\)-series in the Wong-Zakai approximation for stochastic differential equation

zbMath0887.65143MaRDI QIDQ1375997

Yoshihiro Saito, Taketomo Mitsui

Publication date: 25 May 1998

Published in: Vietnam Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationconvergenceorder conditionsRunge-Kutta schemesrooted trees\(S\)-series

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Probabilistic methods, stochastic differential equations (65C99)

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