Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (Q369398): Difference between revisions

@@ Property / cites work @@
+Q4404205
@@ Property / cites work: Q4404205 / rank @@
+Normal rank
@@ Property / cites work @@
+Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods
+Normal rank
@@ Property / cites work @@
+A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems
+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 @@
+Q3550030
@@ Property / cites work: Q3550030 / rank @@
+Normal rank
@@ Property / cites work @@
+Solving Ordinary Differential Equations II
@@ Property / cites work: Solving Ordinary Differential Equations II / rank @@
+Normal rank
@@ Property / cites work @@
+\(A\)-stability and stochastic mean-square stability
+Normal rank
@@ Property / cites work @@
+Mean-Square and Asymptotic Stability of the Stochastic Theta Method
+Normal rank
@@ Property / cites work @@
+Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
+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 @@
+Stahle ROW-Type Weak Scheme for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Mersenne twister
@@ Property / cites work: Mersenne twister / rank @@
+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 @@
+Stability Analysis of Numerical Schemes for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Mean-square stability of numerical schemes for stochastic differential systems
+Normal rank
@@ Property / cites work @@
+Mean-square stability analysis of numerical schemes for stochastic differential systems
+Normal rank
@@ Property / cites work @@
+Weak Second Order Conditions for Stochastic Runge--Kutta Methods
+Normal rank