𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A bound on the maximum strong order of stochastic Runge-Kutta methods for stochastic ordinary differential equations

✍ Scribed by K. Burrage; P. M. Burrage; J. A. Belward

Book ID
110543741
Publisher
Springer Netherlands
Year
1997
Tongue
English
Weight
428 KB
Volume
37
Category
Article
ISSN
0006-3835

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

High strong order explicit Runge-Kutta m
High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
✍ K. Burrage; P.M. Burrage 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 915 KB

The pioneering work of Runge and Kutta a hundred years ago has ultimately led to suites of sophisticated numerical methods suitable for solving complex systems of deterministic ordinary differential equations. However, in many modelling situations, the appropriate representation is a stochastic diff