Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (Q875154): Difference between revisions

@@ Property / DOI @@
-.1016/j.cam.2006.03.010
@@ Property / DOI: 10.1016/j.cam.2006.03.010 / 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 @@
+Order Conditions of Stochastic Runge--Kutta Methods by <i>B</i>-Series
+Normal rank
@@ Property / cites work @@
+Numerical methods for strong solutions of stochastic differential equations: an overview
+Normal rank
@@ Property / cites work @@
+Q4445112
@@ Property / cites work: Q4445112 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4714145
@@ Property / cites work: Q4714145 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical Integration of Multiplicative-Noise Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+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 @@
+Stahle ROW-Type Weak Scheme for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Weak Approximation of Solutions of Systems of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Higher-Order Weak Approximation of Ito Diffusions by Markov Chains
+Normal rank
@@ Property / cites work @@
+Q4805354
@@ Property / cites work: Q4805354 / rank @@
+Normal rank
@@ Property / cites work @@
+Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise.
+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 @@
+Q4856695
@@ Property / cites work: Q4856695 / rank @@
+Normal rank
@@ Property / cites work @@
+Runge-Kutta methods for numerical solution of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Weak Second Order Conditions for Stochastic Runge--Kutta Methods
+Normal rank
@@ Property / Wikidata QID @@
+Q29307232
@@ Property / Wikidata QID: Q29307232 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.CAM.2006.03.010
@@ Property / DOI: 10.1016/J.CAM.2006.03.010 / rank @@
+Normal rank