2002•Journal of Computational and Applied MathematicsOpen access

Runge–Kutta methods for numerical solution of stochastic differential equations

Ángel Tocino, Ramón Ardanuy

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Key concepts: Mathematics, Runge–Kutta methods, Runge–Kutta method, Stochastic differential equation, Scalar (mathematics), Mathematical analysis, Stochastic partial differential equation, Applied mathematics

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