Two classes of semi-implicit stochastic Runge-Kutta methods (Q5320537)

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scientific article; zbMATH DE number 5584888
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    Two classes of semi-implicit stochastic Runge-Kutta methods
    scientific article; zbMATH DE number 5584888

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      22 July 2009
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      Itô stochastic differential equations
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      colored rooted tree
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      semi-implicit Runge-Kutta method
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      mean-square stability
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      stability regions
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