Pages that link to "Item:Q3357211"
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The following pages link to Stratonovich and Ito Stochastic Taylor Expansions (Q3357211):
Displayed 18 items.
- Composition of stochastic B-series with applications to implicit Taylor methods (Q623272) (← links)
- Split-step backward balanced Milstein methods for stiff stochastic systems (Q1015909) (← links)
- A Kolmogorov-Fokker-Planck approach for a stochastic Duffing-van der Pol system (Q1032048) (← links)
- Lyapunov exponent and chaos of Duffing's equation perturbed by white noise (Q1126597) (← links)
- \(A\)-stability of Runge-Kutta methods for systems with additive noise (Q1195926) (← links)
- Higher-order implicit strong numerical schemes for stochastic differential equations (Q1203152) (← links)
- General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems (Q1294506) (← links)
- Step size control in the numerical solution of stochastic differential equations (Q1298673) (← links)
- Convergence and stability of implicit Runge-Kutta methods for systems with multiplicative noise (Q1317867) (← links)
- A basis for iterated stochastic integrals (Q1897650) (← links)
- An efficient approximation method for stochastic differential equations by means of the exponential Lie series (Q1897652) (← links)
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise. (Q2574509) (← links)
- Taylor expansions for continuous Stieltjes differential equations (Q4276494) (← links)
- Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete <i>V</i>‐Commutativity (Q4412398) (← links)
- Stochastic Taylor Expansions: Weight Functions of B-Series Expressed as Multiple Integrals (Q5305281) (← links)
- Balanced Milstein Methods for Ordinary SDEs (Q5487895) (← links)
- Implicit Taylor methods for stiff stochastic differential equations (Q5939898) (← links)
- High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations (Q5961735) (← links)