Pages that link to "Item:Q3059068"
From MaRDI portal
The following pages link to Strong and Weak Approximation Methods for Stochastic Differential Equations—Some Recent Developments (Q3059068):
Displaying 15 items.
- Split-step Milstein methods for multi-channel stiff stochastic differential systems (Q482399) (← links)
- Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations (Q512857) (← links)
- Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
- Runge-Kutta Lawson schemes for stochastic differential equations (Q2026355) (← links)
- Stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential algebraic equations (Q2063287) (← links)
- Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies (Q2175837) (← links)
- Stability analysis of high order Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise (Q2286059) (← links)
- Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (Q2333245) (← links)
- Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds (Q2671292) (← links)
- Issues in the Software Implementation of Stochastic Numerical Runge–Kutta (Q5005582) (← links)
- Stochastic Runge-Kutta–Munthe-Kaas Methods in the Modelling of Perturbed Rigid Bodies (Q5033445) (← links)
- The two-particle irreducible effective action for classical stochastic processes (Q5052051) (← links)
- Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)
- Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs (Q5235096) (← links)
- Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds (Q6064947) (← links)
