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Economical Runge–Kutta methods for numerical solution of stochastic differential equations

Economical Runge–Kutta methods for numerical solution of stochastic differential equations

F. Costabile; A. Napoli
  • 作者F. Costabile; A. Napoli
  • 卷第48卷
  • 期第3期
  • 印刷ISSN0006-3835
  • 电子ISSN1572-9125
  • 文件大小449.94KB
  • 发表时间2008-09
  • DOI10.1007/s10543-008-0190-z
  • 页码499-509
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