Pages that link to "Item:Q2242796"
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The following pages link to Two-step Runge-Kutta methods for stochastic differential equations (Q2242796):
Displaying 10 items.
- Two-stage stochastic Runge-Kutta methods for stochastic differential equations with jump diffusion (Q390020) (← links)
- On mean-square stability properties of a new adaptive stochastic Runge-Kutta method (Q1002194) (← links)
- Filon quadrature for stochastic oscillators driven by time-varying forces (Q2048415) (← links)
- Positivity preserving stochastic \(\theta\)-methods for selected SDEs (Q2058409) (← links)
- Generalized two-step Maruyama methods for stochastic differential equations (Q2333223) (← links)
- A class of second-order Runge-Kutta methods for numerical solution of stochastic differential equations (Q4223639) (← links)
- Mean Square Stability of a Class of Runge-Kutta Methods for 2-Dimensional Stochastic Differential Systems (Q4653741) (← links)
- Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients (Q5889043) (← links)
- Variable stepsize multivalue collocation methods (Q6114047) (← links)
- Weak second-order conditions of Runge-Kutta method for stochastic optimal control problems (Q6596347) (← links)