✦ LIBER ✦

Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations

✍ Scribed by Rößler, Andreas

Book ID: 118184725
Publisher: Society for Industrial and Applied Mathematics
Year: 2010
Tongue: English
Weight: 705 KB
Volume: 48
Category: Article
ISSN: 0036-1429
DOI: 10.1137/09076636x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Classification of stochastic Runge–Kutta

Classification of stochastic Runge–Kutta methods for the weak approximation of stochastic differential equations

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

Implicit Stochastic Runge–Kutta Methods

Implicit Stochastic Runge–Kutta Methods for Stochastic Differential Equations

✍ Kevin Burrage; Tianhai Tian 📂 Article 📅 2004 🏛 Springer Netherlands 🌐 English ⚖ 264 KB

High strong order explicit Runge-Kutta m

High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations

✍ K. Burrage; P.M. Burrage 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 915 KB

The pioneering work of Runge and Kutta a hundred years ago has ultimately led to suites of sophisticated numerical methods suitable for solving complex systems of deterministic ordinary differential equations. However, in many modelling situations, the appropriate representation is a stochastic diff

Two-Stage Stochastic Runge-Kutta Methods

Two-Stage Stochastic Runge-Kutta Methods for Stochastic Differential Equations

✍ T. H. Tian; K. Burrage 📂 Article 📅 2002 🏛 Springer Netherlands 🌐 English ⚖ 215 KB

Three-stage stochastic Runge–Kutta metho

Three-stage stochastic Runge–Kutta methods for stochastic differential equations

✍ Peng Wang 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 493 KB

Low-storage Runge–Kutta methods for stoc

Low-storage Runge–Kutta methods for stochastic differential equations

✍ Dongjin Kim; Dan Stanescu 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 310 KB