High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations

Adaptive schemes for the numerical solution of SDEs: a comparison

Journal of Computational and Applied Mathematics

An adaptive timestepping algorithm for stochastic differential equations

Journal of Computational and Applied Mathematics

Numerical simulation of stochastic ordinary differential equations in biomathematical modelling

Mathematics and Computers in Simulation

Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation

Journal of Computational and Applied Mathematics

Numerical solution of stochastic differential problems in the biosciences

Journal of Computational and Applied Mathematics - Special issue: International workshop on the technological aspects of mathematics

Mesoscopic simulation of Ostwald ripening

Journal of Computational Physics

Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge--Kutta family

Applied Numerical Mathematics

Runge-Kutta methods for affinely controlled nonlinear systems

Journal of Computational and Applied Mathematics

A new adaptive Runge-Kutta method for stochastic differential equations

Journal of Computational and Applied Mathematics

Continuous weak approximation for stochastic differential equations

Journal of Computational and Applied Mathematics

Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations

Mathematics and Computers in Simulation

Low-storage Runge--Kutta methods for stochastic differential equations

Applied Numerical Mathematics

Three-stage stochastic Runge-Kutta methods for stochastic differential equations

Journal of Computational and Applied Mathematics

Families of efficient second order Runge--Kutta methods for the weak approximation of Itô stochastic differential equations

Applied Numerical Mathematics

Fast indirect robust generalized method of moments

Computational Statistics & Data Analysis

An analysis of stability of milstein method for stochastic differential equations with delay

Computers & Mathematics with Applications

Numerical solution of stochastic differential problems in the biosciences

Journal of Computational and Applied Mathematics - Special issue: International workshop on the technological aspects of mathematics

Concentration effects in mesoscopic simulation of coarsening

Mathematics and Computers in Simulation

A variable step-size control algorithm for the weak approximation of stochastic differential equations

Numerical Algorithms

Economical Runge-Kutta methods with strong global order one for stochastic differential equations

Applied Numerical Mathematics

Composition of stochastic B-series with applications to implicit Taylor methods

Applied Numerical Mathematics

The composite Milstein methods for the numerical solution of Ito stochastic differential equations

Journal of Computational and Applied Mathematics

Runge-Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations

SIAM Journal on Numerical Analysis

Stochastic Runge-Kutta Methods for Itô SODEs with Small Noise

SIAM Journal on Scientific Computing

A Runge---Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise

Numerical Algorithms