### Abstract

Abstract:

In this talk, we discuss a new class of methods for the solution of stiff stochastic differential equations. (This is a joint work with S. Cirilli).

## An Isaac Newton Institute Workshop## Effective Computational Methods for Highly Oscillatory Problems: The Interplay between Mathematical Theory and Applications## S-ROCK: explicit methods for stiff stochastic problems
## AbstractAbstract: In this talk, we discuss a new class of methods for the solution of stiff stochastic differential equations. (This is a joint work with S. Cirilli). |