Pages that link to "Item:Q2370676"
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The following pages link to A new adaptive Runge-Kutta method for stochastic differential equations (Q2370676):
Displayed 6 items.
- On the stability of some second order numerical methods for weak approximation of Itô SDEs (Q535255) (← links)
- A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
- The role of coefficients of a general SPDE on the stability and convergence of a finite difference method (Q972748) (← links)
- On mean-square stability properties of a new adaptive stochastic Runge-Kutta method (Q1002194) (← links)
- Spectral collocation method for stochastic Burgers equation driven by additive noise (Q1761626) (← links)
- A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)