Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations (Q512857): Difference between revisions

@@ Property / DOI @@
-.1007/s10543-016-0618-9
@@ Property / DOI: 10.1007/s10543-016-0618-9 / 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/10.1007/s10543-016-0618-9
+Normal rank
@@ Property / OpenAlex ID @@
+W2342991527
@@ Property / OpenAlex ID: W2342991527 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Weak Second Order Explicit Stabilized Methods for Stiff Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
+Normal rank
@@ Property / cites work @@
+Order Conditions of Stochastic Runge--Kutta Methods by <i>B</i>-Series
+Normal rank
@@ Property / cites work @@
+Stochastic Runge–Kutta Methods for Itô SODEs with Small Noise
+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 @@
+Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations
+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 @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Extrapolation Methods for the Weak Approximation of Ito Diffusions
+Normal rank
@@ Property / cites work @@
+Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations
+Normal rank
@@ Property / cites work @@
+Q4319807
@@ Property / cites work: Q4319807 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing
+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 @@
+Strong and Weak Approximation Methods for Stochastic Differential Equations—Some Recent Developments
+Normal rank
@@ Property / cites work @@
+Weak Second Order Conditions for Stochastic Runge--Kutta Methods
+Normal rank
@@ Property / DOI @@
+.1007/S10543-016-0618-9
@@ Property / DOI: 10.1007/S10543-016-0618-9 / rank @@
+Normal rank