Pages that link to "Item:Q297549"
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The following pages link to High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise (Q297549):
Displaying 8 items.
- Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
- Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations (Q2038153) (← links)
- High order numerical integrators for single integrand Stratonovich SDEs (Q2202432) (← links)
- Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
- Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems (Q2422631) (← links)
- Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)
- STOCHASTIC PARTITIONED AVERAGED VECTOR FIELD METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH A CONSERVED QUANTITY (Q5859442) (← links)
- An explicit order 2 scheme for the strong approximation of Stratonovich stochastic differential equations with scalar noise (Q6085257) (← links)
