Pages that link to "Item:Q1960213"

The following pages link to Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise (Q1960213):

Displaying 9 items.

• High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise (Q297549) (← links)
• Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
• Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994) (← links)
• Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds (Q2671292) (← links)
• On the Acceleration of the Multi-Level Monte Carlo Method (Q2949839) (← links)
• Semi-Lagrangian discontinuous Galerkin schemes for some first- and second-order partial differential equations (Q2952998) (← links)
• A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations (Q4594904) (← 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)