TU Darmstadt / ULB / TUbiblio

Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations

Debrabant, Kristian and Rößler, Andreas (2007):
Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations.
2528, In: Preprint des Fachbereich Mathematik der TU Darmstadt, Technische Univ. Darmstadt, [Article]

Item Type: Article
Erschienen: 2007
Creators: Debrabant, Kristian and Rößler, Andreas
Title: Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations
Language: English
Journal or Publication Title: Preprint des Fachbereich Mathematik der TU Darmstadt
Volume: 2528
Place of Publication: Darmstadt
Publisher: Technische Univ. Darmstadt
Divisions: 04 Department of Mathematics
Date Deposited: 20 Nov 2008 08:26
License: [undefiniert]
Export:
Suche nach Titel in: TUfind oder in Google
Send an inquiry Send an inquiry

Options (only for editors)

View Item View Item