Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods

Vaz'he Rahimi, Davood Ahmadian, Luca Vincenzo Ballestra. Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods. Applied Mathematics and Computation, 470:128570, 2024. [doi]

@article{RahimiAB24,
  title = {Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods},
  author = {Vaz'he Rahimi and Davood Ahmadian and Luca Vincenzo Ballestra},
  year = {2024},
  doi = {10.1016/j.amc.2024.128570},
  url = {https://doi.org/10.1016/j.amc.2024.128570},
  researchr = {https://researchr.org/publication/RahimiAB24},
  cites = {0},
  citedby = {0},
  journal = {Applied Mathematics and Computation},
  volume = {470},
  pages = {128570},
}