The following pages link to (Q4210940):
Displaying 28 items.
- A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems (Q421807) (← links)
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces (Q512850) (← links)
- A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods (Q632730) (← links)
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations (Q859891) (← links)
- Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
- An adaptive timestepping algorithm for stochastic differential equations. (Q1421207) (← links)
- Exponential mean-square stability of the improved split-step theta methods for non-autonomous stochastic differential equations (Q1708061) (← links)
- Numerical method for stationary distribution of stochastic differential equations with Markovian switching (Q1765451) (← links)
- Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\) (Q1779415) (← links)
- An improved Milstein method for stiff stochastic differential equations (Q1795526) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises (Q2123648) (← links)
- Numerical solution of stochastic differential equations in the sense of Stratonovich in an amorphization crystal lattice model (Q2343590) (← links)
- Stiffness 1952--2012: sixty years in search of a definition (Q2350726) (← links)
- Retail replenishment models with display-space elastic demand (Q2462153) (← links)
- One-step approximations for stochastic functional differential equations (Q2490728) (← links)
- Mean-square stability properties of an adaptive time-stepping SDE solver (Q2496261) (← links)
- Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations (Q2566265) (← links)
- Comparative analysis of particle filters for stochastic systems with continuous and discrete time (Q2695101) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE (Q3173988) (← links)
- (Q4568435) (← links)
- (Q4568478) (← links)
- (Q4960357) (← links)
- A modification of numerical methods for stochastic differential equations with the first integral (Q5043022) (← links)
- (Q5053249) (← links)
- Implicit Taylor methods for stiff stochastic differential equations (Q5939898) (← links)
- Nonlinear stochastic wave equations in 1D with fractional Laplacian, power-law nonlinearity and additive \(Q\)-regular noise (Q6148335) (← links)