most citedRunge-Kutta Lawson schemes for stochastic differential equations

18 citations · 18 across the 1 of their papers we have counts for

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math.NA2019★ 18 cited

Runge-Kutta Lawson schemes for stochastic differential equations

Kristian Debrabant, Anne Kværnø, Nicky Cordua Mattsson

In this paper, we present a framework to construct general stochastic Runge-Kutta Lawson schemes. We prove that the schemes inherit the consistency and convergence properties of th…