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zbMath1259.60060MaRDI QIDQ3145648

Anna Napoli

Publication date: 21 December 2012

Full work available at URL: http://www.m-hikari.com/ijcms/ijcms-2012/33-36-2012/index.html

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

zbMATH Keywords

stochastic differential equations weak approximation stochastic Runge-Kutta methods economical methods

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (1)

Weak second-order conditions of Runge-Kutta method for stochastic optimal control problems

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