Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations

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

Originalsprog	Engelsk
Tidsskrift	Applied Numerical Mathematics
Vol/bind	59
Udgave nummer	3-4
Sider (fra-til)	582-594
Antal sider	13
ISSN	0168-9274
DOI	https://doi.org/10.1016/j.apnum.2008.03.012
Status	Udgivet - 2009
Udgivet eksternt	Ja

Dokumenter og links

@article{8479be1d1d024169b9a5f7b019f96276,

title = "Families of efficient second order Runge-Kutta methods for the weak approximation of It{\^o} stochastic differential equations",

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

year = "2009",

doi = "10.1016/j.apnum.2008.03.012",

language = "English",

volume = "59",

pages = "582--594",

journal = "Applied Numerical Mathematics",

issn = "0168-9274",

publisher = "Elsevier",

number = "3-4",

}

TY - JOUR

T1 - Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations

AU - Debrabant, Kristian

AU - Rößler, Andreas

PY - 2009

Y1 - 2009

U2 - 10.1016/j.apnum.2008.03.012

DO - 10.1016/j.apnum.2008.03.012

M3 - Journal article

SN - 0168-9274

VL - 59

SP - 582

EP - 594

JO - Applied Numerical Mathematics

JF - Applied Numerical Mathematics

IS - 3-4

ER -