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Diagonally Drift--Implicit Runge--Kutta Methods of Weak Order One and Two for Itô SDEs and Stability Analysis

Debrabant, Kristian ; Rößler, Andreas (2007)
Diagonally Drift--Implicit Runge--Kutta Methods of Weak Order One and Two for Itô SDEs and Stability Analysis.
In: Preprint des Fachbereich Mathematik der TU Darmstadt
Article, Bibliographie

Item Type: Article
Erschienen: 2007
Creators: Debrabant, Kristian ; Rößler, Andreas
Type of entry: Bibliographie
Title: Diagonally Drift--Implicit Runge--Kutta Methods of Weak Order One and Two for Itô SDEs and Stability Analysis
Language: English
Date: 2007
Place of Publication: Darmstadt
Publisher: Technische Univ. Darmstadt
Journal or Publication Title: Preprint des Fachbereich Mathematik der TU Darmstadt
Divisions: 04 Department of Mathematics
Date Deposited: 20 Nov 2008 08:26
Last Modified: 20 Apr 2020 11:54
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