Strong first order S-ROCK methods for stochastic differential equations
Komori, Yoshio, Burrage, Kevin
Published in Journal of computational and applied mathematics (01.04.2013)
Published in Journal of computational and applied mathematics (01.04.2013)
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Journal Article
A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations
Yang, Guoguo, Burrage, Kevin, Komori, Yoshio, Burrage, Pamela, Ding, Xiaohua
Published in Numerical algorithms (01.12.2021)
Published in Numerical algorithms (01.12.2021)
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Journal Article
S-ROCK methods for stochastic delay differential equations with one fixed delay
Komori, Yoshio, Eremin, Alexey, Burrage, Kevin
Published in Journal of computational and applied mathematics (01.06.2019)
Published in Journal of computational and applied mathematics (01.06.2019)
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Journal Article
Weak second order S-ROCK methods for Stratonovich stochastic differential equations
Komori, Yoshio, Burrage, Kevin
Published in Journal of computational and applied mathematics (01.05.2012)
Published in Journal of computational and applied mathematics (01.05.2012)
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Journal Article
Formulae for mixed moments of Wiener processes and a stochastic area integral
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Journal Article