General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems

Applied Numerical Mathematics

Volumn 28, Issue 2-4, 1998, Pages 161-177

  Burrage, K ^a   Burrage, P M ^a  

^a UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Runge Kutta methods; Stochastic ordinary differential equations

Indexed keywords

STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS; WIENER PROCESSES;

APPROXIMATION THEORY; ORDINARY DIFFERENTIAL EQUATIONS; PROBLEM SOLVING; RANDOM PROCESSES;

RUNGE KUTTA METHODS;

EID: 0032182723     PISSN: 01689274     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0168-9274(98)00042-7     Document Type: Article

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