Pages that link to "Item:Q297549"

The following pages link to High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise (Q297549):

Displayed 8 items.

• Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) ‎ (← links)
• Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations (Q2038153) ‎ (← links)
• High order numerical integrators for single integrand Stratonovich SDEs (Q2202432) ‎ (← links)
• Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) ‎ (← links)
• Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems (Q2422631) ‎ (← links)
• Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) ‎ (← links)
• STOCHASTIC PARTITIONED AVERAGED VECTOR FIELD METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH A CONSERVED QUANTITY (Q5859442) ‎ (← links)
• An explicit order 2 scheme for the strong approximation of Stratonovich stochastic differential equations with scalar noise (Q6085257) ‎ (← links)