Some derivative-free solvers for numerical solution of SODEs
DOI10.1007/s40324-015-0030-4zbMath1322.65018OpenAlexW2124554620MaRDI QIDQ2516347
Fazlollah Soleymani, Ali R. Soheili
Publication date: 31 July 2015
Published in: S\(\vec{\text{e}}\)MA Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40324-015-0030-4
stochastic differential equationsnumerical solutionstochastic Runge-Kutta methodsderivative-free solversheuristic derivation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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