Pages that link to "Item:Q617630"

The following pages link to Economical Runge-Kutta methods with strong global order one for stochastic differential equations (Q617630):

Displaying 9 items.

• High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise (Q297549) (← links)
• Two-stage stochastic Runge-Kutta methods for stochastic differential equations with jump diffusion (Q390020) (← links)
• Improved Euler-Maruyama method for numerical solution of the Itô stochastic differential systems by composite previous-current-step idea (Q723870) (← links)
• Economical Runge-Kutta methods for numerical solution of stochastic differential equations (Q960026) (← links)
• A bound on the maximum strong order of stochastic Runge-Kutta methods for stochastic ordinary differential equations (Q1378460) (← 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)
• A spectral method for stochastic fractional differential equations (Q2633525) (← links)
• Runge-Kutta methods for monotone differential and stochastic equations (Q2955358) (← links)
• An explicit order 2 scheme for the strong approximation of Stratonovich stochastic differential equations with scalar noise (Q6085257) (← links)