求解随机微分方程的三级半隐式随机龙格库塔方法

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Threestage Semiimplicit Stochastic RungeKutta Methods for Stochastic Differential Equations

WANG Peng¹, Lv Xianrui¹, ZHANG Shen xu²

1. Institute of Mathematics, Jilin University, Changchun 130012, China;2. College of Mathematics, Jilin University, Changchun 130012, China

Received:2007-10-16 Revised:1900-01-01 Online:2008-03-26 Published:2008-03-26
Contact: Lv Xianrui

Abstract

CLC Number:

O241.8

WANG Peng, Lv Xianrui, ZHANG Shen xu. Threestage Semiimplicit Stochastic RungeKutta Methods for Stochastic Differential Equations[J].J4, 2008, 46(02): 219-223.

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Threestage Semiimplicit Stochastic RungeKutta Methods for Stochastic Differential Equations

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