Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise.
type: Item
instance of: scholarly article
title: Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise.
zbMATH Open document ID: 1038.65003
author: Andreas Rößler
published in: Journal of Computational and Applied Mathematics
publication date: 2004-03-15T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 65L06
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 65L20
zbMATH DE Number: 2057251
zbMATH Keywords: weak approximation
zbMATH Keywords: stochastic Runge-Kutta methods
zbMATH Keywords: Stratonovich stochastic differential equation
zbMATH Keywords: Wiener processes
zbMATH Keywords: convergence
MaRDI profile type: Publication
full work available at URL: j.cam.2003.09.009
OpenAlex ID: W2115419447
Wikidata QID: Q115359905
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DOI: 10.1016/J.CAM.2003.09.009
description: scientific article; zbMATH DE number 2057251