Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381): Difference between revisions

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-.1016/j.apnum.2008.03.011
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+Numerical solutions of stochastic differential equations -- implementation and stability issues
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+.1016/J.APNUM.2008.03.011
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+Normal rank