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

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+https://doi.org/10.1016/j.apnum.2010.09.001
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+High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
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@@ Property / cites work @@
+Order Conditions of Stochastic Runge--Kutta Methods by <i>B</i>-Series
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+Q4839865
@@ Property / cites work: Q4839865 / rank @@
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+High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula
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+Q4698242
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@@ Property / cites work @@
+Economical Runge-Kutta methods for numerical solution of stochastic differential equations
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+Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
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+Higher-order implicit strong numerical schemes for stochastic differential equations
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