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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.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.pdf

    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 * Fuwen Lu, Zhiyong Wang Department of Mathematics, University of Electronic Science and Technology of China, Chengdu, China Email:

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