A bound on the maximum strong order of stochastic Runge-Kutta methods for stochastic ordinary differential equations
- 1 December 1997
- journal article
- Published by Springer Nature in BIT Numerical Mathematics
- Vol. 37 (4) , 771-780
- https://doi.org/10.1007/bf02510351
Abstract
No abstract availableKeywords
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- Numerical Treatment of Stochastic Differential EquationsSIAM Journal on Numerical Analysis, 1982