The following pages link to (Q4241271):
Displayed 8 items.
- A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
- Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. (Q1426803) (← links)
- Adaptive time-stepping for the strong numerical solution of stochastic differential equations (Q2340361) (← links)
- A step size control algorithm for the weak approximation of stochastic differential equations (Q2454747) (← links)
- Mean-square convergence of stochastic multi-step methods with variable step-size (Q2468135) (← links)
- An adaptive discretization algorithm for the weak approximation of stochastic differential equations (Q2954562) (← links)
- Coefficients of Runge-Kutta Schemes for Itô Stochastic Differential Equations (Q2955361) (← links)
- Adaptive schemes for the numerical solution of SDEs -- a comparison (Q5957933) (← links)