Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (Q1007380): Difference between revisions

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+High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
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+Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations
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+A survey of numerical methods for stochastic differential equations
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+Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations
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+Second order weak Runge-Kutta type methods for Itô equations
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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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+Runge-Kutta methods for Itô stochastic differential equations with scalar noise
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+Second order Runge-Kutta methods for Stratonovich stochastic differential equations
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+Weak Second Order Conditions for Stochastic Runge--Kutta Methods
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