Strong first order \(S\)-ROCK methods for stochastic differential equations
type: Item
instance of: scholarly article
title: Strong first order \(S\)-ROCK methods for stochastic differential equations
zbMATH Open document ID: 1258.65007
author: Yoshio Komori
author: Kevin Burrage
published in: Journal of Computational and Applied Mathematics
publication date: 2013-01-21T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65L05
Mathematics Subject Classification ID: 65L06
zbMATH DE Number: 6127788
zbMATH Keywords: explicit method
zbMATH Keywords: mean square stability
zbMATH Keywords: stochastic orthogonal Runge-Kutta Chebyshev method
MaRDI profile type: Publication
full work available at URL: j.cam.2012.10.026
OpenAlex ID: W2000130438
DOI: 10.1016/J.CAM.2012.10.026
description: scientific article; zbMATH DE number 6127788