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Families of efficient second order Runge–Kutta methods for the weak approximation of Itô stochastic differential equations

✍ Scribed by Kristian Debrabant; Andreas Rößler

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Second Order Runge–Kutta Methods for Itô

✍ Rößler, Andreas 📂 Article 📅 2009 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 522 KB

Supplement: Efficient weak second order

✍ Yoshio Komori; Kevin Burrage 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 237 KB

Classification of stochastic Runge–Kutta

✍ Kristian Debrabant; Andreas Rößler 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 494 KB

Numerical solution of stochastic differe

✍ M. Khodabin; K. Maleknejad; M. Rostami; M. Nouri 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 258 KB

Runge–Kutta Methods for the Strong Appro

✍ Rößler, Andreas 📂 Article 📅 2010 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 705 KB

A class of second-order Runge-Kutta meth

✍ Abukhaled, M.I.; Allen, E.J. 📂 Article 📅 1998 🏛 Taylor and Francis Group 🌐 English ⚖ 378 KB