scientific article; zbMATH DE number 2204840

zbMATH Open1079.65013MaRDI QIDQ5316414

Luis J. Roman

Publication date: 13 September 2005

Title of this publication is not available (Why is that?)

zbMATH Keywords

convergencecomparison of methodsstochastic differential equationsRunge-Kutta methodintroductory paper

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01)

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