NAJan 6, 2018
Stochastic B-series and order conditions for exponential integratorsAlemayehu Adugna Arara, Kristian Debrabant, Anne Kværnø
We discuss stochastic differential equations with a stiff linear part and their approximation by stochastic exponential integrators. Representing the exact and approximate solutions using B-series and rooted trees, we derive the order conditions for stochastic exponential integrators. The resulting general order theory covers both Itô and Stratonovich integration.