Order conditions of stochastic Runge-Kutta methods by B-series

SIAM Journal on Numerical Analysis

Volumn 38, Issue 5, 2001, Pages 1626-1646

  Burrage, K ^a   Burrage, P M ^a  

^a UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

B series; Global convergence; Runge Kutta methods; Stochastic differential equations

Indexed keywords

EID: 0034547253     PISSN: 00361429     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036142999363206     Document Type: Article

References (16)

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