Classification of stochastic Runge–Kutta methods for the weak approximation of stochastic differential equations
نویسندگان
چکیده
منابع مشابه
Adaptive Weak Approximation of Stochastic Differential Equations
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ژورنال
عنوان ژورنال: Mathematics and Computers in Simulation
سال: 2008
ISSN: 0378-4754
DOI: 10.1016/j.matcom.2007.04.016