Applied Mathematics

Vol.3 No.10(2012), Paper ID 23376, 6 pages

DOI:10.4236/am.2012.310162

 

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 Sichuan, China
Department of Mathematics, University of electronic Science and Technology of China, Chengdu Sichuan, China

 

Copyright © 2012 Fuwen Lu, Zhiyong Wang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Lu, F. and Wang, Z. (2012) Two Implicit Runge-Kutta Methods for Stochastic Differential Equation. Applied Mathematics, 3, 1103-1108. doi: 10.4236/am.2012.310162.
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