Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (Q875154): Difference between revisions

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+General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems
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+Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise.
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+Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations
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+Runge-Kutta methods for numerical solution of stochastic differential equations
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+Weak Second Order Conditions for Stochastic Runge--Kutta Methods
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