Pages that link to "Item:Q5956335"
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The following pages link to Stiffly accurate Runge-Kutta methods for stiff stochastic differential equations (Q5956335):
Displayed 4 items.
- On the stability of some second order numerical methods for weak approximation of Itô SDEs (Q535255) (← links)
- Split-step forward methods for stochastic differential equations (Q847245) (← links)
- Split-step backward balanced Milstein methods for stiff stochastic systems (Q1015909) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)