Inscrição na biblioteca: Guest
Journal of Automation and Information Sciences

Publicou 12 edições por ano

ISSN Imprimir: 1064-2315

ISSN On-line: 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

Volume 33, Edição 5-8, 2001, 13 pages
DOI: 10.1615/JAutomatInfScien.v33.i5-8.180
Get accessGet access

RESUMO

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.

Portal Digital Begell Biblioteca digital da Begell eBooks Diários Referências e Anais Coleções de pesquisa Políticas de preços e assinaturas Begell House Contato Language English 中文 Русский Português German French Spain