Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family

Applied Numerical Mathematics

Volumn 57, Issue 2, 2007, Pages 147-165

  Komori, Yoshio ^a  

^a KYUSHU INSTITUTE OF TECHNOLOGY   (Japan)

Author keywords

Multi dimensional Wiener process; Numerical schemes; Stratonovich stochastic differential equations

Indexed keywords

DIFFERENTIAL EQUATIONS; PHASE DIAGRAMS; STOCHASTIC CONTROL SYSTEMS; TREES (MATHEMATICS);

ROOTED TREE ANALYSIS; STRATONOVICH STOCHASTIC DIFFERENTIAL EQUATIONS; WIENER PROCESS;

RUNGE KUTTA METHODS;

EID: 33846257307     PISSN: 01689274     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.apnum.2006.02.002     Document Type: Article

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