Pages that link to "Item:Q466817"

The following pages link to A weak second-order split-step method for numerical simulations of stochastic differential equations (Q466817):

Displaying 6 items.

• A weak trapezoidal method for a class of stochastic differential equations (Q390252) (← links)
• Weak second order S-ROCK methods for Stratonovich stochastic differential equations (Q413734) (← links)
• A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
• Word combinatorics for stochastic differential equations: splitting integrators (Q2415197) (← links)
• The stochastic second-order perturbation technique in the finite difference method (Q2756077) (← links)
• EXPECTATION STABILITY OF SECOND-ORDER WEAK NUMERICAL METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS (Q4796574) (← links)