Pages that link to "Item:Q413734"
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The following pages link to Weak second order S-ROCK methods for Stratonovich stochastic differential equations (Q413734):
Displaying 10 items.
- A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems (Q486711) (← links)
- Accurate stationary densities with partitioned numerical methods for stochastic partial differential equations (Q487672) (← links)
- Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations (Q898968) (← links)
- Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion (Q2087506) (← links)
- Numerical integration of ordinary differential equations with rapidly oscillatory factors (Q2255716) (← links)
- New explicit stabilized stochastic Runge-Kutta methods with weak second order for stiff Itô stochastic differential equations (Q2274162) (← links)
- S-ROCK methods for stochastic delay differential equations with one fixed delay (Q2423520) (← links)
- A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations (Q2665939) (← links)
- Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach (Q2685282) (← links)
- Split S-ROCK methods for high-dimensional stochastic differential equations (Q6087819) (← links)