Continuous stage stochastic Runge–Kutta methods
Abstract In this work, a version of continuous stage stochastic Runge–Kutta (CSSRK) methods is developed for stochastic differential equations (SDEs). First, a general order theory of these methods is established by the theory of stochastic B-series and multicolored rooted tree. Then the proposed CS...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2021-01-01
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| Series: | Advances in Difference Equations |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s13662-021-03221-2 |