Stochastic Runge-Kutta Rosenbrock type methods for SDE systems (Q512288): Difference between revisions

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-Q483845
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+Mohammed Hosseini Ali Abadi
@@ Property / author: Mohammed Hosseini Ali Abadi / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.apnum.2016.11.010
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+W2560259590
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@@ Property / cites work @@
+High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
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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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+B-series analysis of iterated Taylor methods
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+Composition of stochastic B-series with applications to implicit Taylor methods
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+Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations
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