Pages that link to "Item:Q297549"

The following pages link to High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise (Q297549):

Displaying 12 items.

• Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (Q369398) (← links)
• Cheap arbitrary high order methods for single integrand SDEs (Q512852) (← links)
• Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. (Q1426803) (← links)
• Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
• Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations (Q2038153) (← links)
• High order numerical integrators for single integrand Stratonovich SDEs (Q2202432) (← links)
• Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
• Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems (Q2422631) (← links)
• High weak order methods for stochastic differential equations based on modified equations (Q2909289) (← links)
• Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)
• STOCHASTIC PARTITIONED AVERAGED VECTOR FIELD METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH A CONSERVED QUANTITY (Q5859442) (← links)
• An explicit order 2 scheme for the strong approximation of Stratonovich stochastic differential equations with scalar noise (Q6085257) (← links)