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

@@ Property / author @@
-Q483845
@@ Property / author: Q483845 / rank @@
-Normal rank
@@ Property / author @@
+Mohammed Hosseini Ali Abadi
@@ Property / author: Mohammed Hosseini Ali Abadi / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.apnum.2016.11.010
+Normal rank
@@ Property / OpenAlex ID @@
+W2560259590
@@ Property / OpenAlex ID: W2560259590 / rank @@
+Normal rank
@@ Property / cites work @@
+High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
+Normal rank
@@ Property / cites work @@
+Q4725642
@@ Property / cites work: Q4725642 / rank @@
+Normal rank
@@ Property / cites work @@
+B–Series Analysis of Stochastic Runge–Kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values
+Normal rank
@@ Property / cites work @@
+B-series analysis of iterated Taylor methods
@@ Property / cites work: B-series analysis of iterated Taylor methods / rank @@
+Normal rank
@@ Property / cites work @@
+Composition of stochastic B-series with applications to implicit Taylor methods
+Normal rank
@@ Property / cites work @@
+Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis
+Normal rank
@@ Property / cites work @@
+Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4714145
@@ Property / cites work: Q4714145 / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family
+Normal rank
@@ Property / cites work @@
+Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process
+Normal rank
@@ Property / cites work @@
+Second order weak Runge-Kutta type methods for Itô equations
+Normal rank
@@ Property / cites work @@
+Q4805354
@@ Property / cites work: Q4805354 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Second order Runge-Kutta methods for Stratonovich stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Second Order Runge–Kutta Methods for Itô Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Stochastic Taylor Expansions for Functionals of Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Weak Second Order Conditions for Stochastic Runge--Kutta Methods
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:512288