scientific article; zbMATH DE number 6263815

DOI10.3969/J.ISSN.1003-5060.2013.08.026zbMath1299.65011MaRDI QIDQ5400001

Ximin Dai, Xiaolin Zhu, Ling Yuan, Hu Peng

Publication date: 28 February 2014

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

zbMATH Keywords

algorithmStratonovich stochastic differential equationnumerical testmean square stabilitystochastic Runge-Kutta methodcolored rooted tree

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) 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)

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