Pages that link to "Item:Q747917"
From MaRDI portal
The following pages link to Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems (Q747917):
Displaying 5 items.
- Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations (Q2244013) (← links)
- Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (Q2333245) (← links)
- Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations (Q5884008) (← links)
- An explicit order 2 scheme for the strong approximation of Stratonovich stochastic differential equations with scalar noise (Q6085257) (← links)
- (Q6121376) (← links)