Pages that link to "Item:Q2454747"

The following pages link to A step size control algorithm for the weak approximation of stochastic differential equations (Q2454747):

Displaying 11 items.

• A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
• A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
• Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503) (← links)
• Step size control in the numerical solution of stochastic differential equations (Q1298673) (← links)
• A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)
• Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
• A decreasing step method for strongly oscillating stochastic models (Q2341638) (← links)
• An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations (Q2346272) (← links)
• An adaptive discretization algorithm for the weak approximation of stochastic differential equations (Q2954562) (← links)
• (Q5713268) (← links)
• Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)