Pages that link to "Item:Q2511030"

The following pages link to B-convergence of split-step one-leg theta methods for stochastic differential equations (Q2511030):

Displaying 13 items.

• Mean square stability of two classes of theta method for neutral stochastic differential delay equations (Q277194) (← links)
• Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q507963) (← links)
• Exponential mean-square stability of the improved split-step theta methods for non-autonomous stochastic differential equations (Q1708061) (← links)
• Implicit numerical solutions for solving stochastic differential equations with jumps (Q1722219) (← links)
• The projected explicit Itô-Taylor methods for stochastic differential equations under locally Lipschitz conditions and polynomial growth conditions (Q1757364) (← links)
• Improving split-step forward methods by ODE solver for stiff stochastic differential equations (Q2140372) (← links)
• Numerical analysis of split-step \(\theta\) methods with truncated Wiener process for a stochastic SIS epidemic model (Q2161030) (← links)
• Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations (Q2252811) (← links)
• Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations (Q2279621) (← links)
• Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes (Q2629249) (← links)
• High‐order split‐step theta methods for non‐autonomous stochastic differential equations with non‐globally Lipschitz continuous coefficients (Q2814094) (← links)
• Strong convergence of split-step theta methods for non-autonomous stochastic differential equations (Q2931962) (← links)
• Strong Convergence Analysis of Split-Step <i>θ</i>-Scheme for Nonlinear Stochastic Differential Equations with Jumps (Q5153697) (← links)