Pages that link to "Item:Q1960209"
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The following pages link to High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209):
Displayed 8 items.
- Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
- Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise (Q482674) (← links)
- A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems (Q486711) (← links)
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces (Q512850) (← links)
- On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises (Q1728329) (← links)
- Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
- Asymptotic moment boundedness of the numerical solutions of stochastic differential equations (Q2453095) (← links)
- A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)