✦ LIBER ✦

Second Order Runge–Kutta Methods for Itô Stochastic Differential Equations

✍ Scribed by Rößler, Andreas

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Families of efficient second order Runge

✍ Kristian Debrabant; Andreas Rößler 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 490 KB

Second order Runge–Kutta methods for Str

✍ Andreas Rößler 📂 Article 📅 2007 🏛 Springer Netherlands 🌐 English ⚖ 708 KB

Runge–Kutta Methods for Itô Stochastic D

✍ Andreas Rößler 📂 Article 📅 2006 🏛 Springer Netherlands 🌐 English ⚖ 843 KB

Numerical solution of stochastic differe

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

Implicit Stochastic Runge–Kutta Methods

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

Supplement: Efficient weak second order

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