✦ LIBER ✦

Numerical Methods for Second‐Order Stochastic Differential Equations

✍ Scribed by Burrage, Kevin; Lenane, Ian; Lythe, Grant

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A class of second-order Runge-Kutta meth

✍ Abukhaled, M.I.; Allen, E.J. 📂 Article 📅 1998 🏛 Taylor and Francis Group 🌐 English ⚖ 378 KB

Numerical solution of stochastic differe

✍ M. Khodabin; K. Maleknejad; M. Rostami; M. Nouri 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 258 KB

Numerical methods for stochastic differe

✍ Kloeden, Peter ;Platen, Eckhard 📂 Article 📅 1991 🏛 Springer 🌐 English ⚖ 60 KB

Second order Runge–Kutta methods for Str

✍ Andreas Rößler 📂 Article 📅 2007 🏛 Springer Netherlands 🌐 English ⚖ 708 KB

Second Order Runge–Kutta Methods for Itô

✍ Rößler, Andreas 📂 Article 📅 2009 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 522 KB

A numerical method for differential equa

✍ Douxing Cui; Tian-Yi Huang 📂 Article 📅 1993 🏛 Springer Netherlands 🌐 English ⚖ 141 KB