The following pages link to (Q4805354):
Displaying 31 items.
- Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (Q369398) (← links)
- A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
- Stochastic Runge-Kutta Rosenbrock type methods for SDE systems (Q512288) (← links)
- Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems (Q747917) (← links)
- Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family (Q870288) (← links)
- Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (Q875154) (← links)
- Runge-Kutta methods for affinely controlled nonlinear systems (Q885947) (← links)
- Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
- Three-stage stochastic Runge-Kutta methods for stochastic differential equations (Q955051) (← links)
- \(S\)-series in the Wong-Zakai approximation for stochastic differential equation (Q1375997) (← links)
- Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. (Q1426803) (← links)
- Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients (Q1737953) (← links)
- Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients (Q2031061) (← links)
- Explicit order \( \frac{3}{2} \) Runge-Kutta method for numerical solutions of stochastic differential equations by using Itô-Taylor expansion (Q2189180) (← links)
- Analysis of asymptotic mean-square stability of a class of Runge-Kutta schemes for linear systems of stochastic differential equations (Q2229893) (← links)
- Stability analysis of high order Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise (Q2286059) (← links)
- An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations (Q2346272) (← links)
- Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations (Q2370574) (← links)
- Runge-Kutta schemes for backward stochastic differential equations (Q2448693) (← links)
- A step size control algorithm for the weak approximation of stochastic differential equations (Q2454747) (← links)
- Stabilized methods for stiff stochastic systems (Q2464278) (← links)
- Continuous weak approximation for stochastic differential equations (Q2479386) (← links)
- Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations (Q2483553) (← links)
- Runge-Kutta methods for Itô stochastic differential equations with scalar noise (Q2492722) (← links)
- Coefficients of Runge-Kutta Schemes for Itô Stochastic Differential Equations (Q2955361) (← links)
- A class of second-order Runge-Kutta methods for numerical solution of stochastic differential equations (Q4223639) (← links)
- Capital adequacy and risk management in banking industry (Q4628725) (← links)
- Issues in the Software Implementation of Stochastic Numerical Runge–Kutta (Q5005582) (← links)
- B–Series Analysis of Stochastic Runge–Kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values (Q5305927) (← links)
- Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations (Q5392396) (← links)
- Stiffly accurate Runge-Kutta methods for stiff stochastic differential equations (Q5956335) (← links)
