Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise

✍ Scribed by Kristian Debrabant

• Publisher: Springer Netherlands
• Year: 2010
• Tongue: English
• Weight: 631 KB
• Volume: 50
• Category: Article
• ISSN: 0006-3835
• DOI: 10.1007/s10543-010-0276-2