Strong first order \(S\)-ROCK methods for stochastic differential equations (Q1932776)

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Strong first order \(S\)-ROCK methods for stochastic differential equations
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    Strong first order \(S\)-ROCK methods for stochastic differential equations (English)
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    21 January 2013
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    explicit method
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    mean square stability
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    stochastic orthogonal Runge-Kutta Chebyshev method
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