HIGHER-ORDER RUNGE-KUTTA METHOD FOR ITÔ STOCHASTIC DIFFERENTIAL EQUATIONS WITH A NON-DEGENERATE DIFFUSION MATRIX
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Publication:5035343
DOI10.17654/DE021010123zbMath1506.60066OpenAlexW2968519615MaRDI QIDQ5035343
Publication date: 21 February 2022
Published in: Advances in Differential Equations and Control Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.17654/de021010123
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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