Weak second order conditions for stochastic Runge-Kutta methods

  1. Tocino, A.
  2. Vigo-Aguiar, J.
Journal:
SIAM Journal on Scientific Computing

ISSN: 1064-8275

Year of publication: 2003

Volume: 24

Issue: 2

Pages: 507-523

Type: Article

DOI: 10.1137/S1064827501387814 GOOGLE SCHOLAR