Pages that link to "Item:Q2370574"

The following pages link to Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations (Q2370574):

Displaying 27 items.

• High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise (Q297549) (← links)
• Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (Q369398) (← links)
• Weak second order S-ROCK methods for Stratonovich stochastic differential equations (Q413734) (← links)
• Stochastic Runge-Kutta Rosenbrock type methods for SDE systems (Q512288) (← links)
• Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations (Q512857) (← links)
• Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations (Q633989) (← links)
• Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems (Q747917) (← links)
• Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (Q875154) (← links)
• Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
• Low-storage Runge-Kutta methods for stochastic differential equations (Q947741) (← links)
• Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
• A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method (Q964684) (← links)
• High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula (Q992139) (← links)
• Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (Q1007380) (← links)
• The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← links)
• Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise (Q1960213) (← links)
• Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
• Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations (Q2434943) (← links)
• Second order Runge-Kutta methods for Stratonovich stochastic differential equations (Q2458222) (← links)
• A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations (Q2665939) (← 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)
• Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)
• Higher order weak linearizations of stochastically driven nonlinear oscillators (Q5438857) (← links)
• (Q5862230) (← links)
• Weak second-order conditions of Runge-Kutta method for stochastic optimal control problems (Q6596347) (← links)