Pages that link to "Item:Q1932776"
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The following pages link to Strong first order \(S\)-ROCK methods for stochastic differential equations (Q1932776):
Displaying 14 items.
- A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems (Q486711) (← links)
- Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems (Q747917) (← links)
- Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations (Q898968) (← links)
- New explicit stabilized stochastic Runge-Kutta methods with weak second order for stiff Itô stochastic differential equations (Q2274162) (← links)
- A class of balanced stochastic Runge-Kutta methods for stiff SDE systems (Q2356068) (← links)
- Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994) (← links)
- S-ROCK methods for stochastic delay differential equations with one fixed delay (Q2423520) (← links)
- A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)
- Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach (Q2685282) (← links)
- New S-ROCK methods for stochastic differential equations with commutative noise (Q3389576) (← links)
- Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations (Q4597615) (← links)
- Split-step double balanced approximation methods for stiff stochastic differential equations (Q5031844) (← links)
- Efficiency of a Micro-Macro Acceleration Method for Scale-Separated Stochastic Differential Equations (Q5150067) (← links)
- Time-Splitting Schemes for Fractional Differential Equations I: Smooth Solutions (Q5266118) (← links)