Pages that link to "Item:Q2706380"
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The following pages link to Order Conditions of Stochastic Runge--Kutta Methods by <i>B</i>-Series (Q2706380):
Displayed 28 items.
- A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
- Economical Runge-Kutta methods with strong global order one for stochastic differential equations (Q617630) (← links)
- Composition of stochastic B-series with applications to implicit Taylor methods (Q623272) (← links)
- Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations (Q853991) (← links)
- Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family (Q870288) (← links)
- Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (Q875154) (← links)
- Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
- Low-storage Runge-Kutta methods for stochastic differential equations (Q947741) (← links)
- Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
- Three-stage stochastic Runge-Kutta methods for stochastic differential equations (Q955051) (← links)
- Taylor expansions of solutions of stochastic partial differential equations with additive noise (Q964777) (← links)
- Stochastically stable one-step approximations of solutions of stochastic ordinary differential equations (Q1861961) (← links)
- A fast convergence parallel DIRKN method and its applications to PDEs (Q1893696) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise (Q1960213) (← links)
- Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations (Q2370574) (← links)
- A step size control algorithm for the weak approximation of stochastic differential equations (Q2454747) (← links)
- Second order Runge-Kutta methods for Stratonovich stochastic differential equations (Q2458222) (← links)
- Continuous weak approximation for stochastic differential equations (Q2479386) (← links)
- Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations (Q2483553) (← links)
- A novel stochastic locally transversal linearization (LTL) technique for engineering dynamical systems: strong solutions (Q2504394) (← links)
- Numerical solution of stochastic differential problems in the biosciences (Q2570094) (← links)
- Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes (Q3158191) (← links)
- Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations (Q3375542) (← links)
- Stochastic Taylor Expansions for Functionals of Diffusion Processes (Q3578749) (← links)
- Higher order weak linearizations of stochastically driven nonlinear oscillators (Q5438857) (← links)
- Stiffly accurate Runge-Kutta methods for stiff stochastic differential equations (Q5956335) (← links)
- Adaptive schemes for the numerical solution of SDEs -- a comparison (Q5957933) (← links)
