Strong solutions to stochastic fuzzy differential equations of Itô type
نویسندگان
چکیده
منابع مشابه
strong approximation for itô stochastic differential equations
in this paper, a class of semi-implicit two-stage stochastic runge-kutta methods (srks) of strong global order one, with minimum principal error constants are given. these methods are applied to solve itô stochastic differential equations (sdes) with a wiener process. the efficiency of this method with respect to explicit two-stage itô runge-kutta methods (irks), it method, milstien method, sem...
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ژورنال
عنوان ژورنال: Mathematical and Computer Modelling
سال: 2012
ISSN: 0895-7177
DOI: 10.1016/j.mcm.2011.09.018