Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Originalsprog	Engelsk
Tidsskrift	Mathematics and Computers in Simulation
Vol/bind	77
Udgave nummer	4
Sider (fra-til)	408-420
Antal sider	13
ISSN	0378-4754
DOI	https://doi.org/10.1016/j.matcom.2007.04.016
Status	Udgivet - 2008
Udgivet eksternt	Ja

Dokumenter og links

@article{cd309b41a2bb45d9b7c6182ed5e3e2ff,

title = "Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations",

author = "Kristian Debrabant and Andreas R{\"o}{\ss}ler",

year = "2008",

doi = "10.1016/j.matcom.2007.04.016",

language = "English",

volume = "77",

pages = "408--420",

journal = "Mathematics and Computers in Simulation",

issn = "0378-4754",

publisher = "Elsevier",

number = "4",

}

TY - JOUR

T1 - Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations

AU - Debrabant, Kristian

AU - Rößler, Andreas

PY - 2008

Y1 - 2008

U2 - 10.1016/j.matcom.2007.04.016

DO - 10.1016/j.matcom.2007.04.016

M3 - Journal article

SN - 0378-4754

VL - 77

SP - 408

EP - 420

JO - Mathematics and Computers in Simulation

JF - Mathematics and Computers in Simulation

IS - 4

ER -