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math.NA2010★ 6 cited
Stochastic B-series analysis of iterated Taylor methods
Kristian Debrabant, Anne Kværnø
For stochastic implicit Taylor methods that use an iterative scheme to compute their numerical solution, stochastic B--series and corresponding growth functions are constructed. Fr…
math.NA2010★ 9 cited
Composition of stochastic B-series with applications to implicit Taylor methods
Kristian Debrabant, Anne Kværnø
In this article, we construct a representation formula for stochastic B-series evaluated in a B-series. This formula is used to give for the first time the order conditions of impl…