Journal of Automation and Information Sciences
Publicado 12 números por año
ISSN Imprimir: 1064-2315
ISSN En Línea: 2163-9337
SJR:
0.173
SNIP:
0.588
CiteScore™::
2
Indexed in
Finite-Difference Strong Numerical Methods of Order 1.5 and 2.0 for Stochastic Differential Ito Equations with Nonadditive Multidimensional Noise
Volumen 33,
Edición 5-8, 2001,
13 pages
DOI: 10.1615/JAutomatInfScien.v33.i5-8.180
SINOPSIS
The paper is devoted to construction of strong numerical methods of the Runge-Kutta type of order 1.5 and 2.0 for Ito stochastic differential equations. Explicit and implicit one-step and implicit two-step strong numerical schemes are presented.
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