Weak second order S-ROCK methods for Stratonovich stochastic differential equations (Q413734)

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Weak second order S-ROCK methods for Stratonovich stochastic differential equations
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    Weak second order S-ROCK methods for Stratonovich stochastic differential equations (English)
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    7 May 2012
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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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