Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations
type: Item
instance of: scholarly article
title: Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations
zbMATH Open document ID: 1359.60086
author: Xiao Tang
author: Aiguo Xiao
published in: BIT
publication date: 2017-03-02T00:00:00Z
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 65L06
Mathematics Subject Classification ID: 65L20
zbMATH DE Number: 6690979
zbMATH Keywords: Itô stochastic differential equations
zbMATH Keywords: stochastic Runge-Kutta methods
zbMATH Keywords: weak convergence
MaRDI profile type: Publication
full work available at URL: s10543-016-0618-9
OpenAlex ID: W2342991527
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DOI: 10.1007/S10543-016-0618-9
description: scientific article; zbMATH DE number 6690979