Pages that link to "Item:Q2274162"
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The following pages link to New explicit stabilized stochastic Runge-Kutta methods with weak second order for stiff Itô stochastic differential equations (Q2274162):
Displaying 5 items.
- A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
- Explicit order \( \frac{3}{2} \) Runge-Kutta method for numerical solutions of stochastic differential equations by using Itô-Taylor expansion (Q2189180) (← links)
- Strong convergence of explicit schemes for highly nonlinear stochastic differential equations with Markovian switching (Q2242121) (← 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)
