Pages that link to "Item:Q1002194"
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The following pages link to On mean-square stability properties of a new adaptive stochastic Runge-Kutta method (Q1002194):
Displaying 6 items.
- A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
- The role of coefficients of a general SPDE on the stability and convergence of a finite difference method (Q972748) (← links)
- A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)
- A new adaptive Runge-Kutta method for stochastic differential equations (Q2370676) (← links)
- Mean-square convergence of stochastic multi-step methods with variable step-size (Q2468135) (← links)
- Mean-square stability properties of an adaptive time-stepping SDE solver (Q2496261) (← links)