Pages that link to "Item:Q1007380"
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The following pages link to Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (Q1007380):
Displayed 18 items.
- Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (Q369398) (← links)
- Weak second order S-ROCK methods for Stratonovich stochastic differential equations (Q413734) (← links)
- Physically consistent simulation of mesoscale chemical kinetics: the non-negative FIS-\(\alpha\) method (Q422512) (← links)
- A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
- Stochastic Runge-Kutta Rosenbrock type methods for SDE systems (Q512288) (← links)
- Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations (Q512857) (← links)
- On the stability of some second order numerical methods for weak approximation of Itô SDEs (Q535255) (← links)
- Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations (Q633989) (← links)
- Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381) (← links)
- Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise (Q1960213) (← links)
- Stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential algebraic equations (Q2063287) (← links)
- Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
- Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies (Q2175837) (← links)
- Analysis of asymptotic mean-square stability of a class of Runge-Kutta schemes for linear systems of stochastic differential equations (Q2229893) (← links)
- Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (Q2333245) (← links)
- A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations (Q4594904) (← links)
- Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations (Q4597615) (← links)
- A Monte Carlo method for 3D radiative transfer equations with multifractional singular kernels (Q6107124) (← links)