Runge-Kutta Lawson schemes for stochastic differential equations.

Kristian Debrabant Anne Kværnø Nicky Cordua Mattsson

Published in: CoRR (2019)

Keyphrases

stochastic differential equations
runge kutta
brownian motion
differential equations
numerical methods
maximum a posteriori estimation
higher order
additive gaussian noise
graphical models
dynamical systems
ordinary differential equations