Predictor-Corrector Methods of Runge-Kutta Type for Stochastic Differential Equations.

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Bibliographic Details
Title:	Predictor-Corrector Methods of Runge-Kutta Type for Stochastic Differential Equations.
Authors:	Burrage, Kevin, Tian, Tianhai
Source:	SIAM Journal on Numerical Analysis; 2002, Vol. 40 Issue 4, p1516-1537, 22p
Database:	Applied Science & Technology Source

Description
ISSN:	00361429
DOI:	10.1137/S0036142900372677