Simulation of two-step order 2 implicit strong method for approximating Stratonovich stochastic differential equations

DOI10.17654/0974324323021MaRDI QIDQ6490078

Yazid Alhojilan

Publication date: 22 April 2024

Published in: Advances in Differential Equations and Control Processes (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsRunge-Kutta methodpathwise approximationStratonovich-Taylor expansion

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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