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20062025
most citedRooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations

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math.NA2025

A Class of Stochastic Runge-Kutta Methods for Stochastic Differential Equations Converging with Order 1 in -Norm

Andreas Rößler

For the approximation of solutions for Itô and Stratonovich stochastic differential equations (SDEs)a new class of efficient stochastic Runge-Kutta (SRK) methods is developed. As t…