Pages that link to "Item:Q2492722"
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The following pages link to Runge-Kutta methods for Itô stochastic differential equations with scalar noise (Q2492722):
Displaying 35 items.
- The moment Lyapunov exponent for a three-dimensional stochastic system (Q506630) (← links)
- On the stability of some second order numerical methods for weak approximation of Itô SDEs (Q535255) (← links)
- A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
- Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
- Numerical simulation of stochastic replicator models in catalyzed RNA-like polymers (Q730885) (← links)
- Weak second-order splitting schemes for Lagrangian Monte Carlo particle methods for the composition PDF/FDF transport equations (Q846607) (← links)
- Method of lines for stochastic boundary-value problems with additive noise (Q924418) (← links)
- Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
- Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (Q1007380) (← links)
- Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381) (← links)
- \(S\)-series in the Wong-Zakai approximation for stochastic differential equation (Q1375997) (← links)
- An Eulerian stochastic field cavitation model coupled to a pressure based solver (Q1645436) (← links)
- A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise (Q1935387) (← links)
- Stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential algebraic equations (Q2063287) (← links)
- A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations (Q2184909) (← links)
- Explicit order \( \frac{3}{2} \) Runge-Kutta method for numerical solutions of stochastic differential equations by using Itô-Taylor expansion (Q2189180) (← links)
- Nonlinear stability issues for stochastic Runge-Kutta methods (Q2213502) (← links)
- Perturbative analysis of stochastic Hamiltonian problems under time discretizations (Q2233290) (← links)
- Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations (Q2244013) (← links)
- Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (Q2333245) (← links)
- Moment Lyapunov exponent and stochastic stability for a binary airfoil driven by an ergodic real noise (Q2436912) (← links)
- A step size control algorithm for the weak approximation of stochastic differential equations (Q2454747) (← links)
- Second order Runge-Kutta methods for Stratonovich stochastic differential equations (Q2458222) (← links)
- Continuous weak approximation for stochastic differential equations (Q2479386) (← links)
- Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations (Q2483553) (← links)
- Persistence and extinction in stochastic delay logistic equation by incorporating Ornstein-Uhlenbeck process (Q2656677) (← links)
- Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds (Q2671292) (← links)
- Coefficients of Runge-Kutta Schemes for Itô Stochastic Differential Equations (Q2955361) (← links)
- Barycentric interpolation of interface solution for solving stochastic partial differential equations on non-overlapping subdomains with additive multi-noises (Q4641574) (← links)
- (Q4705394) (← links)
- A Discontinuous Galerkin Method for Stochastic Conservation Laws (Q5208732) (← links)
- Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs (Q5235096) (← links)
- Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations (Q5884008) (← links)
- Second order weak Runge-Kutta type methods for Itô equations (Q5944018) (← links)
- Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC (Q5962749) (← links)
