Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations
type: Item
instance of: scholarly article
title: Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations
zbMATH Open document ID: 1112.65005
author: Yoshio Komori
published in: Journal of Computational and Applied Mathematics
publication date: 2007-04-11T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 65L06
zbMATH DE Number: 5141768
zbMATH Keywords: multi-dimensional Wiener process
zbMATH Keywords: commutativity condition
zbMATH Keywords: comparison of methods
zbMATH Keywords: derivative-free
zbMATH Keywords: multiplicative noise
zbMATH Keywords: explicit stochastic Runge-Kutta scheme
zbMATH Keywords: numerical experiments
describes a project that uses: RODAS
MaRDI profile type: Publication
full work available at URL: j.cam.2006.03.010
OpenAlex ID: W2090474156
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Wikidata QID: Q29307232
DOI: 10.1016/J.CAM.2006.03.010
description: scientific article; zbMATH DE number 5141768