Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations (Q633989): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.cam.2011.04.021 / rank
 
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Property / cites work: Order Conditions of Stochastic Runge--Kutta Methods by <i>B</i>-Series / rank
 
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Property / cites work: Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations / rank
 
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Property / cites work: Second order Runge-Kutta methods for Stratonovich stochastic differential equations / rank
 
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Property / cites work: Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations / rank
 
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Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations
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