Predictor-corrector methods of Runge-Kutta type for stochastic differential equations

SIAM Journal on Numerical Analysis

Volumn 40, Issue 4, 2002, Pages 1516-1537

  Burrage, Kevin ^a   Tian, Tianhai ^a  

^a UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Numerical stability; Predictor corrector methods; Runge Kutta methods; Stochastic differential equations

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; DIFFERENTIAL EQUATIONS; ERROR CORRECTION; NUMERICAL METHODS; THEOREM PROVING;

PREDICTOR-CORRECTOR METHODS;

RUNGE KUTTA METHODS;

EID: 0141534425     PISSN: 00361429     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036142900372677     Document Type: Article

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