In this paper a set of previous general results for the development of B--series for a broad class of stochastic differential equations has been collected. The applicability of these results is demonstrated by the derivation of B--series for non-autonomous semi-linear SDEs and exponential Runge-Kutta methods applied to this class of SDEs, which is a significant generalization of existing theory on such methods.
翻译:本文汇集了先前关于一大类随机微分方程B-级数发展的一般性结果。通过推导非自治半线性随机微分方程的B-级数以及应用于该类方程的指数龙格-库塔方法,展示了这些结果的适用性,这是对现有相关方法理论的重要推广。