Pages that link to "Item:Q2998009"
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The following pages link to Stochastic Runge–Kutta Methods for Itô SODEs with Small Noise (Q2998009):
Displayed 14 items.
- High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise (Q297549) (← links)
- A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems (Q421807) (← links)
- A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
- Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations (Q512857) (← links)
- A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods (Q632730) (← links)
- Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
- A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)
- Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises (Q2123648) (← links)
- A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations (Q2184909) (← links)
- Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition (Q2192600) (← links)
- Nonlinear stability issues for stochastic Runge-Kutta methods (Q2213502) (← links)
- Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
- Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles (Q2359649) (← links)
- Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)