Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations
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Cited in
(28)- Runge-Kutta Lawson schemes for stochastic differential equations
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- Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients
- Some drift exponentially fitted stochastic Runge-Kutta methods for solving Itô SDE systems
- Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations
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- Exponential integrators for stochastic Maxwell's equations driven by Itô noise
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