two implicit runge-kutta methods for stochastic differential equation两个隐式龙格-库塔方法对随机微分方程.pdfVIP
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two implicit runge-kutta methods for stochastic differential equation两个隐式龙格-库塔方法对随机微分方程
Applied Mathematics, 2012, 3, 1103-1108
/10.4236/am.2012.310162 Published Online October 2012 (http://www.SciRP.org/journal/am)
Two Implicit Runge-Kutta Methods for Stochastic
Differential Equation
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Fuwen Lu, Zhiyong Wang
Department of Mathematics, University of Electronic Science and Technology of China, Chengdu, China
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