The following pages link to (Q4705394):
Displaying 5 items.
- Explicit order \( \frac{3}{2} \) Runge-Kutta method for numerical solutions of stochastic differential equations by using Itô-Taylor expansion (Q2189180) (← 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)
- Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory (Q2356881) (← links)
- Coefficients of Runge-Kutta Schemes for Itô Stochastic Differential Equations (Q2955361) (← links)
- Explicit Order 1.5 Schemes for the Strong Approximation of Itô Stochastic Differential Equations (Q3177139) (← links)
