New explicit stabilized stochastic Runge-Kutta methods with weak second order for stiff Itô stochastic differential equations (Q2274162)

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scientific article; zbMATH DE number 7107358
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    New explicit stabilized stochastic Runge-Kutta methods with weak second order for stiff Itô stochastic differential equations
    scientific article; zbMATH DE number 7107358

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      New explicit stabilized stochastic Runge-Kutta methods with weak second order for stiff Itô stochastic differential equations (English)
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      19 September 2019
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      stiff stochastic differential equations
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      explicit stabilized methods
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      weak second order
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