Rooted tree analysis for order conditions of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations

Stochastic Analysis and Applications

Volumn 24, Issue 1, 2006, Pages 97-134

  Rößler, Andreas ^a  

^a DARMSTADT UNIVERSITY OF TECHNOLOGY   (Germany)

Author keywords

Order condition; Rooted tree analysis; Stochastic differential equation; Stochastic Runge Kutta method; Weak approximation

Indexed keywords

EID: 30444461217     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362990500397699     Document Type: Article

References (21)

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