Pages that link to "Item:Q512857"
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The following pages link to Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations (Q512857):
Displaying 18 items.
- 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)
- Stochastic Runge-Kutta Rosenbrock type methods for SDE systems (Q512288) (← links)
- Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations (Q633989) (← links)
- Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (Q1007380) (← links)
- Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
- High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise (Q2008448) (← links)
- Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies (Q2175837) (← links)
- New explicit stabilized stochastic Runge-Kutta methods with weak second order for stiff Itô stochastic differential equations (Q2274162) (← links)
- Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
- Some drift exponentially fitted stochastic Runge-Kutta methods for solving Itô SDE systems (Q2330479) (← links)
- Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (Q2333245) (← links)
- Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994) (← links)
- Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations (Q2370574) (← links)
- Weak second-order explicit stabilized methods for stiff stochastic differential equations (Q2855645) (← links)
- Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations (Q4597615) (← links)
- Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)
- Weak second-order conditions of Runge-Kutta method for stochastic optimal control problems (Q6596347) (← links)
