The following pages link to (Q4839865):
Displaying 20 items.
- Economical Runge-Kutta methods with strong global order one for stochastic differential equations (Q617630) (← links)
- Preserving positivity in solutions of discretised stochastic differential equations (Q711313) (← links)
- Mesoscopic simulation of Ostwald ripening (Q853199) (← links)
- Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
- Economical Runge-Kutta methods for numerical solution of stochastic differential equations (Q960026) (← links)
- Concentration effects in mesoscopic simulation of coarsening (Q974239) (← links)
- Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure (Q1026318) (← links)
- General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems (Q1294506) (← links)
- General order conditions for stochastic partitioned Runge-Kutta methods (Q1647653) (← links)
- Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (Q1765478) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Stabilized methods for stiff stochastic systems (Q2464278) (← links)
- A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations (Q2665939) (← links)
- Explicit Methods for Stiff Stochastic Differential Equations (Q2897255) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- A stochastic perspective of RL electrical circuit using different noise terms (Q3019431) (← links)
- On the Expectations of Multiple Stratonovich Integrals (Q3391776) (← links)
- Issues in the Software Implementation of Stochastic Numerical Runge–Kutta (Q5005582) (← links)
- The composite Euler method for stiff stochastic differential equations (Q5939881) (← links)
- High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations (Q5961735) (← links)
