Weak second order conditions for stochastic Runge-Kutta methods

SIAM Journal on Scientific Computing

Volumn 24, Issue 2, 2003, Pages 507-523

  Tocino, A ^a   Vigo Aguiar, J ^a  

^a UNIVERSITY OF SALAMANCA   (Spain)

Author keywords

Explicit schemes; Runge Kutta methods; Stochastic differential equations; Weak approximation; Weak numerical schemes

Indexed keywords

APPROXIMATION THEORY; DIFFERENTIAL EQUATIONS; RUNGE KUTTA METHODS;

STOCHASTIC DIFFERENTIAL EQUATIONS;

NATURAL SCIENCES COMPUTING;

EID: 0037246360     PISSN: 10648275     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1064827501387814     Document Type: Article

References (10)

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