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Stability and Convergence Analysis of Stochastic Runge–Kutta and Balanced Stochastic Runge–Kutta Methods for Solving Stochastic Differential Equations

Vaz’he Rahimi,Davood Ahmadian,Anandaraman Rathinasamy

Journal of Applied Mathematics and Computing（2024）

Cited 1|Views3
Key words
Second-order Runge–Kutta method,Mean absolute error,Spectral radius,Second order convergence
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