Pages that link to "Item:Q929918"
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The following pages link to Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918):
Displaying 4 items.
- Weak second order S-ROCK methods for Stratonovich stochastic differential equations (Q413734) (← links)
- Stochastic Runge-Kutta Rosenbrock type methods for SDE systems (Q512288) (← links)
- Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381) (← links)
- Asymptotic moment boundedness of the numerical solutions of stochastic differential equations (Q2453095) (← links)
