A new adaptive Runge-Kutta method for stochastic differential equations (Q2370676): Difference between revisions

@@ Property / cites work @@
+A 3(2) pair of Runge-Kutta formulas
@@ Property / cites work: A 3(2) pair of Runge-Kutta formulas / rank @@
+Normal rank
@@ Property / cites work @@
+High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula
+Normal rank
@@ Property / cites work @@
+High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
+Normal rank
@@ Property / cites work @@
+A Variable Stepsize Implementation for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Q4725642
@@ Property / cites work: Q4725642 / rank @@
+Normal rank
@@ Property / cites work @@
+Error estimation in Runge-Kutta procedures
@@ Property / cites work: Error estimation in Runge-Kutta procedures / rank @@
+Normal rank
@@ Property / cites work @@
+A formula for steplength control in numerical integration
+Normal rank
@@ Property / cites work @@
+Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Solving Ordinary Differential Equations I
@@ Property / cites work: Solving Ordinary Differential Equations I / rank @@
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+An adaptive timestepping algorithm for stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+Adaptive schemes for the numerical solution of SDEs -- a comparison
+Normal rank
@@ Property / cites work @@
+Step size control in the numerical solution of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise
+Normal rank
@@ Property / cites work @@
+Numerical Treatment of Stochastic Differential Equations
+Normal rank