Pages that link to "Item:Q929918"

The following pages link to Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918):

Displaying 11 items.

• Weak second order S-ROCK methods for Stratonovich stochastic differential equations (Q413734) (← links)
• Stochastic Runge-Kutta Rosenbrock type methods for SDE systems (Q512288) (← links)
• Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (Q875154) (← links)
• Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381) (← links)
• On weak implicit and predictor-corrector methods (Q1897658) (← links)
• Weak versions of stochastic Adams-Bashforth and semi-implicit leapfrog schemes for SDEs (Q2442029) (← links)
• Asymptotic moment boundedness of the numerical solutions of stochastic differential equations (Q2453095) (← links)
• New ROW-type scheme with weak order 2 for approximating stochastic differential equations (Q3517590) (← links)
• A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations (Q4594904) (← links)
• Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations (Q4597615) (← links)
• Weak second-order conditions of Runge-Kutta method for stochastic optimal control problems (Q6596347) (← links)