Strong Runge-Kutta Methods With order one for Numerical Solution of Ito Stochastic Differential Equations
Work
Year: 2008
Type: article
Abstract: In this paper, order conditions for coefficients of a class of stochastic Runge–Kutta (SRK) methods with strong global order 1, which applied for solving Itô stochastic differential equations (SDEs) w... more
Authors Ali Reza Soheili, Mehran Namjoo
Institution University of Sistan and Baluchestan
Cites: 6
Cited by: 1
Related to: 10
FWCI: 0.286
Citation percentile (by year/subfield): 48.36
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze