Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. (Q1426803): Difference between revisions

@@ 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.cam.2003.09.009
+Normal rank
@@ Property / OpenAlex ID @@
+W2115419447
@@ Property / OpenAlex ID: W2115419447 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q115359905
@@ Property / Wikidata QID: Q115359905 / rank @@
+Normal rank
@@ Property / cites work @@
+General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems
+Normal rank
@@ Property / cites work @@
+Solving Ordinary Differential Equations I
@@ Property / cites work: Solving Ordinary Differential Equations I / rank @@
+Normal rank
@@ Property / cites work @@
+A survey of numerical methods for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4705395
@@ Property / cites work: Q4705395 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive schemes for the numerical solution of SDEs -- a comparison
+Normal rank
@@ Property / cites work @@
+Second-order weak approximations for Stratonovich stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4241271
@@ Property / cites work: Q4241271 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4319807
@@ Property / cites work: Q4319807 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak Approximation of Solutions of Systems of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Embedded Stochastic Runge-Kutta Methods
@@ Property / cites work: Embedded Stochastic Runge-Kutta Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Q4805354
@@ Property / cites work: Q4805354 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical Treatment of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Discrétisation d'une équation différentielle stochastique et calcul approché d'espérances de fonctionnelles de la solution
+Normal rank
@@ Property / cites work @@
+Weak Second Order Conditions for Stochastic Runge--Kutta Methods
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1426803