Pages that link to "Item:Q5961735"

The following pages link to High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations (Q5961735):

Displaying 47 items.

• Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations (Q2244013) (← links)
• The discontinuous Galerkin method for stochastic differential equations driven by additive noises (Q2301435) (← links)
• Numerical treatment of stochastic delay differential equations: a global error bound (Q2315842) (← links)
• Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory (Q2356881) (← links)
• A new adaptive Runge-Kutta method for stochastic differential equations (Q2370676) (← links)
• Order conditions for stochastic Runge-Kutta methods preserving quadratic invariants of Stratonovich SDEs (Q2406624) (← links)
• Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems (Q2422631) (← links)
• Almost sure and moment exponential stability of predictor-corrector methods for stochastic differential equations (Q2439877) (← links)
• Second order Runge-Kutta methods for Stratonovich stochastic differential equations (Q2458222) (← links)
• An analysis of stability of Milstein method for stochastic differential equations with delay (Q2475914) (← links)
• Continuous weak approximation for stochastic differential equations (Q2479386) (← links)
• Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations (Q2483553) (← links)
• Evaluating methods for approximating stochastic differential equations (Q2497769) (← links)
• Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm (Q2515097) (← links)
• Numerical solution of stochastic differential problems in the biosciences (Q2570094) (← links)
• Persistence and extinction in stochastic delay logistic equation by incorporating Ornstein-Uhlenbeck process (Q2656677) (← links)
• Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds (Q2671292) (← links)
• High weak order methods for stochastic differential equations based on modified equations (Q2909289) (← links)
• Parameter Estimation in Stochastic Differential Equations (Q2909728) (← links)
• Stochastic Regularization Method for Backward Cauchy Problem in Banach Spaces (Q3114577) (← links)
• Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes (Q3158191) (← links)
• Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations (Q3375542) (← links)
• Jump-Diffusion Approximation of Stochastic Reaction Dynamics: Error Bounds and Algorithms (Q3459660) (← links)
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• (Q4705394) (← links)
• High-Order Energy-Preserving Methods for Stochastic Poisson Systems (Q4983607) (← links)
• Issues in the Software Implementation of Stochastic Numerical Runge–Kutta (Q5005582) (← links)
• Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)
• Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs (Q5235096) (← links)
• Stochastic Taylor Expansions: Weight Functions of B-Series Expressed as Multiple Integrals (Q5305281) (← links)
• Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations (Q5392396) (← links)
• Higher order weak linearizations of stochastically driven nonlinear oscillators (Q5438857) (← links)
• STOCHASTIC PARTITIONED AVERAGED VECTOR FIELD METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH A CONSERVED QUANTITY (Q5859442) (← links)
• Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations (Q5884008) (← links)
• The composite Euler method for stiff stochastic differential equations (Q5939881) (← links)
• Implicit Taylor methods for stiff stochastic differential equations (Q5939898) (← links)
• Stiffly accurate Runge-Kutta methods for stiff stochastic differential equations (Q5956335) (← links)
• Adaptive schemes for the numerical solution of SDEs -- a comparison (Q5957933) (← links)
• High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations (Q5961735) (← links)
• Asymptotic mean square stability of predictor-corrector methods for stochastic delay ordinary and partial differential equations (Q6058694) (← links)
• An explicit order 2 scheme for the strong approximation of Stratonovich stochastic differential equations with scalar noise (Q6085257) (← links)
• Explicit pseudo-symplectic Runge-Kutta methods for stochastic Hamiltonian systems (Q6101737) (← links)
• The aromatic bicomplex for the description of divergence-free aromatic forms and volume-preserving integrators (Q6135383) (← links)
• Data-driven structure-preserving model reduction for stochastic Hamiltonian systems (Q6152181) (← links)
• Delay-dependent stability of predictor-corrector methods of Runge-Kutta type for stochastic delay differential equations (Q6566109) (← links)
• A novel way constructing symplectic stochastic partitioned Runge-Kutta methods for stochastic Hamiltonian systems (Q6598976) (← links)
• B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems (Q6616293) (← links)