Author:
Burrage Kevin,Burrage Pamela,Mitsui Taketomo
Subject
Applied Mathematics,Computational Mathematics
Reference18 articles.
1. High strong order explicit Runge–Kutta methods for stochastic ordinary differential equations;Burrage;Appl. Numer. Math.,1996
2. General order conditions for stochastic Runge–Kutta methods for both commuting and non-commuting stochastic differential equation systems;Burrage;Appl. Numer. Math.,1998
3. K. Burrage, P.M. Burrage, High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula, in: S. Chen, L. Margolin, D. Sharp (Eds.), Predictability: Quantifying Uncertainty in Models of Complex Phenomena, Elsevier Science B.V., The Netherlands, Physica D 133(1–4) (1999) 34–48.
4. K. Burrage, P.M. Burrage, A variable stepsize implementation for stochastic differential equations (2000), submitted for publication.
5. K. Burrage, T.-H. Tian, The composite Euler method for stiff stochastic differential equations (2000), submitted for publication.
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