Weak convergence of balanced stochastic Runge–Kutta methods for stochastic differential equations-Reference-Cited by-同舟云学术

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Weak convergence of balanced stochastic Runge–Kutta methods for stochastic differential equations

Published:2023-01-14 Issue:1 Volume:10 Page:
ISSN:2768-4830
Container-title:Research in Mathematics
language:en
Short-container-title:Research in Mathematics

Author:

Rathinasamy Anandaraman¹,Debrabant Kristian²^ORCID,Nair Priya³

Affiliation:

1. Department of Applied Sciences and Humanities and Department of Mathematics, Madras Institute of Technology and College of Engineering Guindy campus, Anna University, Chennai, India

2. Department of Mathematics and Computer Science, University of Southern Denmark, Odense M, Denmark

3. Department of Mathematics, Rajalakshmi Engineering College, Tandalam, India

Funder

research

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/27684830.2022.2163546

Reference26 articles.

1. Mean-square A-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations

2. A note on the Balanced method

3. A class of balanced stochastic Runge-Kutta methods for stiff SDE systems

4. Stochastic Runge–Kutta Methods for Itô SODEs with Small Noise

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Stochastic Runge–Kutta for numerical treatment of dengue epidemic model with Brownian uncertainty;Modern Physics Letters B;2024-05-30

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