Stochastic Runge–Kutta Rosenbrock type methods for SDE systems
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics,Numerical Analysis
Reference23 articles.
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2. Some drift exponentially fitted stochastic Runge-Kutta methods for solving It\^{o} SDE systems;Bulletin of the Belgian Mathematical Society - Simon Stevin;2019-09-01
3. Study on split-step Rosenbrock type method for stiff stochastic differential systems;International Journal of Computer Mathematics;2019-03-20
4. Issues in the Software Implementation of Stochastic Numerical Runge–Kutta;Developments in Language Theory;2018
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