Weak second order conditions for stochastic Runge-Kutta methods

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

ISSN: 1064-8275

Année de publication: 2003

Volumen: 24

Número: 2

Pages: 507-523

Type: Article

DOI: 10.1137/S1064827501387814 GOOGLE SCHOLAR