S-ROCK: Chebyshev Methods for Stiff Stochastic Differential Equations
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Computational Mathematics
Link
http://epubs.siam.org/doi/pdf/10.1137/070679375
Reference18 articles.
1. Second order Chebyshev methods based on orthogonal polynomials
2. Fourth Order Chebyshev Methods with Recurrence Relation
3. Stabilized methods for stiff stochastic systems
4. Order Conditions of Stochastic Runge--Kutta Methods by B-Series
5. Numerical methods for strong solutions of stochastic differential equations: an overview
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