New S-ROCK methods for stochastic differential equations with commutative noise
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Publication:3389576
DOI10.22067/ijnao.v9i1.69454OpenAlexW3112633815MaRDI QIDQ3389576
No author found.
Publication date: 23 March 2022
Full work available at URL: https://ijnao.um.ac.ir/article_24806_e91d1901ef10e00b53e9ef5e361e2a1b.pdf
stochastic differential equationsstiff equationsRunge-Kutta methodsstochastic mean square stabilitycommutative noise
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