Higher-order implicit strong numerical schemes for stochastic differential equations

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Bibliographic Details
Published in:	Journal of statistical physics Vol. 66; no. 1-2; pp. 283 - 314
Main Authors:	KLOEDEN, P. E, PLATEN, E
Format:	Journal Article
Language:	English
Published:	Heidelberg Springer 1992
Subjects:	Exact sciences and technology Mathematical methods in physics Physics Probability theory, stochastic processes, and statistics Strong convergence Stability Numerical computation Differential equation Taylor series Numerical method Runge Kutta method Euler method Stochastic equation
Online Access:	Get full text
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Description
ISSN:	0022-4715 1572-9613
DOI:	10.1007/BF01060070