Continuous Runge-Kutta methods for Stratonovich stochastic differential equations

Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

Original language	English
Title of host publication	Monte Carlo and quasi-Monte Carlo methods 2006
Number of pages	14
Publication date	2008
Pages	237-250
ISBN (Print)	978-3-540-74495-5
DOIs	https://doi.org/10.1007/978-3-540-74496-2_13
Publication status	Published - 2008
Externally published	Yes

Documents & Links

@inproceedings{c2fa25327c974f74bf00829382e866c8,

title = "Continuous Runge-Kutta methods for Stratonovich stochastic differential equations",

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

year = "2008",

doi = "10.1007/978-3-540-74496-2_13",

language = "English",

isbn = "978-3-540-74495-5",

pages = "237--250",

booktitle = "Monte Carlo and quasi-Monte Carlo methods 2006",

}