Pages that link to "Item:Q2492722"
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The following pages link to Runge-Kutta methods for Itô stochastic differential equations with scalar noise (Q2492722):
Displayed 12 items.
- On the stability of some second order numerical methods for weak approximation of Itô SDEs (Q535255) (← links)
- A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
- Numerical simulation of stochastic replicator models in catalyzed RNA-like polymers (Q730885) (← links)
- Weak second-order splitting schemes for Lagrangian Monte Carlo particle methods for the composition PDF/FDF transport equations (Q846607) (← links)
- Method of lines for stochastic boundary-value problems with additive noise (Q924418) (← links)
- Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
- Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (Q1007380) (← links)
- Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381) (← links)
- A step size control algorithm for the weak approximation of stochastic differential equations (Q2454747) (← links)
- Second order Runge-Kutta methods for Stratonovich stochastic differential equations (Q2458222) (← links)
- Continuous weak approximation for stochastic differential equations (Q2479386) (← links)
- Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations (Q2483553) (← links)