Pages that link to "Item:Q4223639"
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The following pages link to A class of second-order Runge-Kutta methods for numerical solution of stochastic differential equations (Q4223639):
Displaying 16 items.
- A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
- A class of orthogonal integrators for stochastic differential equations (Q557773) (← links)
- Weak second-order splitting schemes for Lagrangian Monte Carlo particle methods for the composition PDF/FDF transport equations (Q846607) (← links)
- Mean-square stability of second-order Runge-Kutta methods for multi-dimensional linear stochastic differential systems (Q935778) (← links)
- Economical Runge-Kutta methods for numerical solution of stochastic differential equations (Q960026) (← links)
- Mean square stability of second-order weak numerical methods for stochastic differential equations. (Q1427203) (← links)
- Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (Q1765478) (← links)
- Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations (Q2370574) (← links)
- Runge-Kutta methods for Itô stochastic differential equations with scalar noise (Q2492722) (← links)
- The stochastic second-order perturbation technique in the finite difference method (Q2756077) (← links)
- On Stability of Weak Schemes for Stochastic Differential Systems With One Multiplicative Noise (Q3159467) (← links)
- Second-order discretization schemes of stochastic differential systems for the computation of the invariant law (Q3473913) (← links)
- Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations (Q4597615) (← links)
- (Q4618352) (← links)
- EXPECTATION STABILITY OF SECOND-ORDER WEAK NUMERICAL METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS (Q4796574) (← links)
- Rounding Error in Numerical Solution of Stochastic Differential Equations (Q4799709) (← links)
