scientific article; zbMATH DE number 3237413

Cited in

(15)

A stochastic functional equation
Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions
Analysis of asymptotic mean-square stability of a class of Runge-Kutta schemes for linear systems of stochastic differential equations
Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations
A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise
How symmetry restricts symmetric choice
Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations
Time evolution and fluctuations of the probability density and entropy function for a class of nonlinear stochastic systems in mathematical physics
A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems
A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems
Study on split-step Rosenbrock type method for stiff stochastic differential systems
General Solution of Nonlinear Difference Equations
On the dynamics and asymptotic behaviour of the mean square of scalar linear stochastic difference equations
Mean square stability of numerical method for stochastic Volterra integral equations with double weakly singular kernels
Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems

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