This paper gives a modification of a class of stochastic Runge–Kutta methods proposed in a paper by Komori (2007). The slight modification can reduce the computational costs of the\ud methods significantly
It is well known that the numerical solution of stiff stochastic ordinary differential equations lea...
AbstractA class of explicit stochastic Runge–Kutta (SRK) methods for Stratonovich stochastic differe...
We propose new explicit exponential Runge-Kutta methods for the weak approximation of solutions of s...
This paper gives a modification of a class of stochastic Runge–Kutta methods proposed in a paper by ...
AbstractThis paper gives a modification of a class of stochastic Runge–Kutta methods proposed in a p...
This paper gives a modification of a class of stochastic Runge-Kutta methods proposed in a paper by ...
A new explicit stochastic Runge-Kutta scheme of weak order 2 is proposed fornon-commuting stochastic...
This paper gives a modification of a class of stochastic Runge–Kutta methods proposed in a paper by ...
A new explicit stochastic Runge--Kutta scheme of weak order 2 is proposed for non-commutative stocha...
AbstractIt is well known that the numerical solution of stiff stochastic ordinary differential equat...
In many modeling situations in which parameter values can only be estimated or are subject to noise,...
Abstract. A general procedure to construct weak methods for the numerical solution of stochas-tic di...
A new explicit stochastic Runge–Kutta scheme of weak order 2 is proposed under a commutativity condi...
AbstractA new explicit stochastic Runge–Kutta scheme of weak order 2 is proposed under a commutativi...
AbstractA new explicit stochastic Runge–Kutta scheme of weak order 2 is proposed for non-commutative...
It is well known that the numerical solution of stiff stochastic ordinary differential equations lea...
AbstractA class of explicit stochastic Runge–Kutta (SRK) methods for Stratonovich stochastic differe...
We propose new explicit exponential Runge-Kutta methods for the weak approximation of solutions of s...
This paper gives a modification of a class of stochastic Runge–Kutta methods proposed in a paper by ...
AbstractThis paper gives a modification of a class of stochastic Runge–Kutta methods proposed in a p...
This paper gives a modification of a class of stochastic Runge-Kutta methods proposed in a paper by ...
A new explicit stochastic Runge-Kutta scheme of weak order 2 is proposed fornon-commuting stochastic...
This paper gives a modification of a class of stochastic Runge–Kutta methods proposed in a paper by ...
A new explicit stochastic Runge--Kutta scheme of weak order 2 is proposed for non-commutative stocha...
AbstractIt is well known that the numerical solution of stiff stochastic ordinary differential equat...
In many modeling situations in which parameter values can only be estimated or are subject to noise,...
Abstract. A general procedure to construct weak methods for the numerical solution of stochas-tic di...
A new explicit stochastic Runge–Kutta scheme of weak order 2 is proposed under a commutativity condi...
AbstractA new explicit stochastic Runge–Kutta scheme of weak order 2 is proposed under a commutativi...
AbstractA new explicit stochastic Runge–Kutta scheme of weak order 2 is proposed for non-commutative...
It is well known that the numerical solution of stiff stochastic ordinary differential equations lea...
AbstractA class of explicit stochastic Runge–Kutta (SRK) methods for Stratonovich stochastic differe...
We propose new explicit exponential Runge-Kutta methods for the weak approximation of solutions of s...
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