Pages that link to "Item:Q1826448"
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The following pages link to Implicit stochastic Runge-Kutta methods for stochastic differential equations (Q1826448):
Displayed 22 items.
- A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noise (Q438712) (← links)
- Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise (Q492922) (← links)
- Composition of stochastic B-series with applications to implicit Taylor methods (Q623272) (← links)
- B-series analysis of iterated Taylor methods (Q639959) (← links)
- Split-step forward methods for stochastic differential equations (Q847245) (← links)
- Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations (Q853991) (← links)
- A note on the balanced method (Q855290) (← links)
- Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
- Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
- Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381) (← links)
- Split-step backward balanced Milstein methods for stiff stochastic systems (Q1015909) (← links)
- The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations (Q1038059) (← links)
- Stochastic discrete Hamiltonian variational integrators (Q1631196) (← links)
- The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← links)
- Stable strong order 1.0 schemes for solving stochastic ordinary differential equations (Q1759582) (← links)
- An improved Milstein method for stiff stochastic differential equations (Q1795526) (← links)
- A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations (Q2184909) (← links)
- Nonlinear stability issues for stochastic Runge-Kutta methods (Q2213502) (← links)
- Truncated Milstein method for non-autonomous stochastic differential equations and its modification (Q2237930) (← links)
- Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (Q2333245) (← links)
- Split-step double balanced approximation methods for stiff stochastic differential equations (Q5031844) (← links)
- Higher order weak linearizations of stochastically driven nonlinear oscillators (Q5438857) (← links)