A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701)

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A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems
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    A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (English)
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    29 September 2014
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    stiff stochastic differential equations
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    mean-square stability
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    stochastic Runge-Kutta schemes
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    split-drift SRK
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    SDSRK
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