Composition of stochastic B-series with applications to implicit Taylor methods (Q623272): Difference between revisions

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+High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
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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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+Order Conditions of Stochastic Runge--Kutta Methods by <i>B</i>-Series
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+Implicit stochastic Runge-Kutta methods for stochastic differential equations
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+Coefficients for the study of Runge-Kutta integration processes
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+B–Series Analysis of Stochastic Runge–Kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values
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+Stochastic Taylor Expansions: Weight Functions of B-Series Expressed as Multiple Integrals
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+Geometric Numerical Integration
@@ Property / cites work: Geometric Numerical Integration / rank @@
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+Stratonovich and Ito Stochastic Taylor Expansions
@@ Property / cites work: Stratonovich and Ito Stochastic Taylor Expansions / rank @@
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+A survey of numerical methods for stochastic differential equations
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+Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family
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+Rooted tree analysis of the order conditions of row-type scheme for stochastic differential equations
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+Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes
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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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+Implicit Taylor methods for stiff stochastic differential equations
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