Pages that link to "Item:Q3375542"

The following pages link to Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations (Q3375542):

Displaying 50 items.

• High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise (Q297549) (← 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)
• Cheap arbitrary high order methods for single integrand SDEs (Q512852) (← links)
• Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations (Q512857) (← links)
• A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
• Composition of stochastic B-series with applications to implicit Taylor methods (Q623272) (← links)
• The numerical approximation of stochastic partial differential equations (Q627037) (← links)
• B-series analysis of iterated Taylor methods (Q639959) (← links)
• Numerical simulation of stochastic replicator models in catalyzed RNA-like polymers (Q730885) (← links)
• Trees and asymptotic expansions for fractional stochastic differential equations (Q838310) (← links)
• Weak second-order splitting schemes for Lagrangian Monte Carlo particle methods for the composition PDF/FDF transport equations (Q846607) (← links)
• Ramification of rough paths (Q846967) (← links)
• Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (Q875154) (← links)
• Runge-Kutta methods for affinely controlled nonlinear systems (Q885947) (← 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)
• Taylor expansions of solutions of stochastic partial differential equations with additive noise (Q964777) (← 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)
• General order conditions for stochastic partitioned Runge-Kutta methods (Q1647653) (← links)
• Minimal truncation error constants for Runge-Kutta method for stochastic optimal control problems (Q1678129) (← links)
• A discrete optimality system for an optimal harvesting problem (Q1789632) (← links)
• Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise (Q1960213) (← links)
• Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
• High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise (Q2008448) (← links)
• Runge-Kutta Lawson schemes for stochastic differential equations (Q2026355) (← links)
• Stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential algebraic equations (Q2063287) (← links)
• Strong-order conditions of Runge-Kutta method for stochastic optimal control problems (Q2192638) (← links)
• High order numerical integrators for single integrand Stratonovich SDEs (Q2202432) (← links)
• Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods (Q2213488) (← links)
• Stability analysis of high order Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise (Q2286059) (← links)
• Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
• Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (Q2333245) (← links)
• A class of balanced stochastic Runge-Kutta methods for stiff SDE systems (Q2356068) (← links)
• Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations (Q2370574) (← links)
• Order conditions for stochastic Runge-Kutta methods preserving quadratic invariants of Stratonovich SDEs (Q2406624) (← 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)
• Runge-Kutta methods for Itô stochastic differential equations with scalar noise (Q2492722) (← links)
• Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds (Q2671292) (← links)
• Stochastic Taylor Expansions for Functionals of Diffusion Processes (Q3578749) (← 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)
• Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)
• Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs (Q5235096) (← links)
• Stochastic Taylor Expansions: Weight Functions of B-Series Expressed as Multiple Integrals (Q5305281) (← links)
• Explicit pseudo-symplectic Runge-Kutta methods for stochastic Hamiltonian systems (Q6101737) (← links)