Continuous stage stochastic Runge-Kutta methods

DOI10.1186/S13662-021-03221-2zbMath1487.65014OpenAlexW3164063647MaRDI QIDQ2138886

Xuan Xin, Wendi Qin, Xiao-Hua Ding

Publication date: 12 May 2022

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-021-03221-2

zbMATH Keywords

stochastic differential equationsB-seriescontinuous stage stochastic Runge-Kutta methods

Mathematics Subject Classification ID

Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical solutions to stochastic differential and integral equations (65C30)

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