Pages that link to "Item:Q1762500"
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The following pages link to A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500):
Displaying 4 items.
- A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
- Step size control in the numerical solution of stochastic differential equations (Q1298673) (← links)
- A step size control algorithm for the weak approximation of stochastic differential equations (Q2454747) (← links)
- Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)