Two-stage stochastic Runge-Kutta methods for stochastic differential equations

BIT Numerical Mathematics

Volumn 42, Issue 3, 2002, Pages 625-643

  Tian, T H ^a   Burrage, K ^a  

^a UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Numerical stability; Runge Kutta methods; Stochastic differential equations

Indexed keywords

EID: 0043236587     PISSN: 00063835     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1021963316988     Document Type: Article

References (19)

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