EXPECTATION STABILITY OF SECOND-ORDER WEAK NUMERICAL METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS (Q4796574): Difference between revisions

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+A class of second-order Runge-Kutta methods for numerical solution of stochastic differential equations
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+Convergence and stability of implicit Runge-Kutta methods for systems with multiplicative noise
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+A survey of numerical methods for stochastic differential equations
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+Stahle ROW-Type Weak Scheme for Stochastic Differential Equations
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+Asymptotically Efficient Runge-Kutta Methods for a Class of Itô and Stratonovich Equations
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+A General Implicit Splitting for Stabilizing Numerical Simulations of Itô Stochastic Differential Equations
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+Stability Analysis of Numerical Schemes for Stochastic Differential Equations
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