Second Order Runge–Kutta Methods for Itô Stochastic Differential Equations

Rößler, A. (2009). Second Order Runge–Kutta Methods for Itô Stochastic Differential Equations.

Type

Unclassified

Intellectual base

Unclassified

Year

2009

DOI

10.1137/060673308

Link

https://doi.org/10.1137/060673308

Cited by

1 citation across 1 artifact.

Domain-specific

• Runge–Kutta method (SDE)
  • Conceptual numerical-analysis identity only; no live system-control or safety-critical simulation prescription is provided.

Verification

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Registry ID ref:8ecb27025cc0 · see in the full table