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zbMath1432.65010MaRDI QIDQ2960803

Foivos Xanthos, Ioannis Th. Famelis, George Papageorgiou

Publication date: 17 February 2017

Full work available at URL: http://www.jnaiam.org/uploads/files/Paper2%20.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equations Runge-Kutta methods numerical solution additive noise

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

An integration factor method for stochastic and stiff reaction-diffusion systems

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