Pages that link to "Item:Q955051"
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The following pages link to Three-stage stochastic Runge-Kutta methods for stochastic differential equations (Q955051):
Displaying 18 items.
- High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise (Q297549) (← links)
- Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods (Q465120) (← links)
- Stochastic Runge-Kutta Rosenbrock type methods for SDE systems (Q512288) (← links)
- Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations (Q611462) (← links)
- Split-step forward methods for stochastic differential equations (Q847245) (← links)
- Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
- Stochastic multi-symplectic Runge-Kutta methods for stochastic Hamiltonian PDEs (Q1615873) (← links)
- Implicit stochastic Runge-Kutta methods for stochastic differential equations (Q1826448) (← links)
- Two-stage stochastic Runge-Kutta methods for stochastic differential equations (Q1864781) (← links)
- Continuous stage stochastic Runge-Kutta methods (Q2138886) (← links)
- Explicit order \( \frac{3}{2} \) Runge-Kutta method for numerical solutions of stochastic differential equations by using Itô-Taylor expansion (Q2189180) (← links)
- Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994) (← links)
- Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q2445217) (← links)
- A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)
- Three-stage stiffly accurate Runge-Kutta methods for stiff stochastic differential equations (Q2885955) (← links)
- Strong convergence of split-step theta methods for non-autonomous stochastic differential equations (Q2931962) (← links)
- Strong approximation for Itô stochastic differential equations (Q3456104) (← links)
- Five-stage Milstein methods for SDEs (Q4903573) (← links)
