kw.\*:("Stochastic Runge-Kutta method")
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A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noiseKÜPPER, Dominique; KVAERNØ, Anne; RÖSSLER, Andreas et al.BIT (Nordisk Tidskrift for Informationsbehandling). 2012, Vol 52, Num 2, pp 437-455, issn 0006-3835, 19 p.Article
Continuous weak approximation for stochastic differential equationsDEBRABANT, Kristian; RÖSSLER, Andreas.Journal of computational and applied mathematics. 2008, Vol 214, Num 1, pp 259-273, issn 0377-0427, 15 p.Article
Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noiseDEBRABANT, Kristian.BIT (Nordisk Tidskrift for Informationsbehandling). 2010, Vol 50, Num 3, pp 541-558, issn 0006-3835, 18 p.Article
RUNGE-KUTTA METHODS FOR THE STRONG APPROXIMATION OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONSRÖSSLER, Andreas.SIAM journal on numerical analysis. 2011, Vol 48, Num 3, pp 922-952, issn 0036-1429, 31 p.Article
Second prder runge-kutta methods for stratonovich stochastic differntial equationsROSSLER, Andreas.BIT (Nordisk Tidskrift for Informationsbehandling). 2007, Vol 47, Num 3, pp 657-680, issn 0006-3835, 24 p.Article
SECOND ORDER RUNGE-KUTTA METHODS FOR ITO STOCHASTIC DIFFERENTIAL EQUATIONSRÖSSLER, Andreas.SIAM journal on numerical analysis. 2010, Vol 47, Num 3, pp 1713-1738, issn 0036-1429, 26 p.Article
STOCHASTIC RUNGE-KUTTA METHODS FOR ITO SODEs WITH SMALL NOISEBUCKWAR, Evelyn; RÖBLER, Andreas; WINKLER, Renate et al.SIAM journal on scientific computing (Print). 2011, Vol 32, Num 4, pp 1789-1808, issn 1064-8275, 20 p.Article
B-SERIES ANALYSIS OF STOCHASTIC RUNGE-KUTTA METHODS THAT USE AN ITERATIVE SCHEME TO COMPUTE THEIR INTERNAL STAGE VALUESDEBRABANT, Kristian; KVÆRNØ, Anne.SIAM journal on numerical analysis. 2010, Vol 47, Num 1, pp 181-203, issn 0036-1429, 23 p.Article
Runge-kutta methods for itô stochastic differential equations with scalar noiseRÖSSLER, Andreas.BIT (Nordisk Tidskrift for Informationsbehandling). 2006, Vol 46, Num 1, pp 97-110, issn 0006-3835, 14 p.Article
ACCURATE STATIONARY DENSITIES WITH PARTITIONED NUMERICAL METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONSBURRAGE, Kevin; LYTHE, Grant.SIAM journal on numerical analysis. 2010, Vol 47, Num 3, pp 1601-1618, issn 0036-1429, 18 p.Article