Economical Runge-Kutta methods with strong global order one for stochastic differential equations (Q617630): Difference between revisions

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-Q213401
@@ Property / author: Q213401 / rank @@
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@@ Property / author @@
-Anna Napoli
@@ Property / author: Anna Napoli / rank @@
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@@ Property / author @@
+Francesco Aldo Costabile
@@ Property / author: Francesco Aldo Costabile / rank @@
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@@ Property / author @@
+Anna Napoli
@@ Property / author: Anna Napoli / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.apnum.2010.09.001
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@@ Property / OpenAlex ID @@
+W1983461213
@@ Property / OpenAlex ID: W1983461213 / rank @@
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@@ Property / cites work @@
+High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
+Normal rank
@@ Property / cites work @@
+Order Conditions of Stochastic Runge--Kutta Methods by <i>B</i>-Series
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@@ Property / cites work @@
+Q4839865
@@ Property / cites work: Q4839865 / rank @@
+Normal rank
@@ Property / cites work @@
+High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula
+Normal rank
@@ Property / cites work @@
+Q4698242
@@ Property / cites work: Q4698242 / rank @@
+Normal rank
@@ Property / cites work @@
+Economical Runge-Kutta methods for numerical solution of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank