"Order conditions for stochastic Runge-Kutta methods preserving quadratic ..."

Sverre Anmarkrud, Anne Kværnø (2017)

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DOI: 10.1016/J.CAM.2016.08.042

access: closed

type: Journal Article

metadata version: 2020-02-20

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Sverre Anmarkrud, Anne Kværnø:
Order conditions for stochastic Runge-Kutta methods preserving quadratic invariants of Stratonovich SDEs. J. Comput. Appl. Math. 316: 40-46 (2017)

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