Efficient weak second-order stochastic Runge-Kutta methods for It(o) stochastic differential equatio

来源 :第十六届全国微分方程数值方法暨第十三届全国仿真算法学术会议 | 被引量 : 0次 | 上传用户:daihaolr
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  In this talk,new weak second-order stochastic Runge-Kutta(SRK)methods for It(o)stochastic differential equations(SDEs)with an m-dimensional Wiener process are introduced.
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