Pages that link to "Item:Q369398"

The following pages link to Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (Q369398):

Displaying 7 items.

• High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise (Q297549) (← links)
• Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations (Q512857) (← links)
• The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← 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)
• Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (Q2333245) (← links)
• Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994) (← links)