Pages that link to "Item:Q5487895"

The following pages link to Balanced Milstein Methods for Ordinary SDEs (Q5487895):

Displaying 38 items.

• An error corrected Euler-Maruyama method for stiff stochastic differential equations (Q299692) (← links)
• On the construction of boundary preserving numerical schemes (Q350284) (← links)
• A boundary preserving numerical algorithm for the Wright-Fisher model with mutation (Q438725) (← links)
• A class of split-step balanced methods for stiff stochastic differential equations (Q451801) (← links)
• The composite Milstein methods for the numerical solution of Itô stochastic differential equations (Q629486) (← links)
• Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (Q724558) (← links)
• Analytical approximation for distorted expectations (Q900958) (← links)
• Split-step backward balanced Milstein methods for stiff stochastic systems (Q1015909) (← links)
• The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations (Q1038059) (← links)
• Approximating explicitly the mean-reverting CEV process (Q1657909) (← links)
• Implicit numerical solutions for solving stochastic differential equations with jumps (Q1722219) (← links)
• Construction of positivity preserving numerical method for stochastic age-dependent population equations (Q1737134) (← links)
• A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise (Q1759581) (← links)
• Stable strong order 1.0 schemes for solving stochastic ordinary differential equations (Q1759582) (← links)
• An improved Milstein method for stiff stochastic differential equations (Q1795526) (← links)
• Positivity and convergence of the balanced implicit method for the nonlinear jump-extended CIR model (Q1998366) (← links)
• Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs (Q2007526) (← links)
• Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations (Q2008838) (← links)
• Numerical analysis of the balanced implicit method for stochastic age-dependent capital system with Poisson jumps (Q2010734) (← links)
• Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations (Q2038153) (← links)
• Convergence, non-negativity and stability of a new lobatto IIIC-Milstein method for a pricing option approach based on stochastic volatility model (Q2044133) (← links)
• Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions (Q2088864) (← links)
• The balanced implicit method of preserving positivity for the stochastic SIQS epidemic model (Q2164647) (← links)
• First-order weak balanced schemes for stochastic differential equations (Q2195961) (← links)
• Truncated Milstein method for non-autonomous stochastic differential equations and its modification (Q2237930) (← links)
• Invariant measures of the Milstein method for stochastic differential equations with commutative noise (Q2279356) (← links)
• A class of balanced stochastic Runge-Kutta methods for stiff SDE systems (Q2356068) (← links)
• Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model (Q2359660) (← links)
• Construction of positivity preserving numerical method for jump-diffusion option pricing models (Q2400313) (← links)
• Numerical approximation of high-dimensional Fokker-Planck equations with polynomial coefficients (Q2510016) (← links)
• CHI-SQUARE SIMULATION OF THE CIR PROCESS AND THE HESTON MODEL (Q2841330) (← links)
• Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
• Derivation of Several SDE Systems in One- and Two-Locus Population Genetics (Q2929462) (← links)
• Fast strong approximation Monte Carlo schemes for stochastic volatility models (Q3437409) (← links)
• (Q5038019) (← links)
• Strong Convergence Analysis of Split-Step <i>θ</i>-Scheme for Nonlinear Stochastic Differential Equations with Jumps (Q5153697) (← links)
• Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model (Q6098976) (← links)
• Balanced implicit methods with strong order 1.5 for solving stochastic differential equations (Q6157960) (← links)