The following pages link to A note on the balanced method (Q855290):
Displaying 31 items.
- Convergence and stability of balanced methods for stochastic delay integro-differential equations (Q275023) (← links)
- An error corrected Euler-Maruyama method for stiff stochastic differential equations (Q299692) (← 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)
- A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
- A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
- The composite Milstein methods for the numerical solution of Itô stochastic differential equations (Q629486) (← links)
- The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations (Q732414) (← links)
- Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments (Q829106) (← links)
- Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps (Q907549) (← 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)
- A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)
- An improved Milstein method for stiff stochastic differential equations (Q1795526) (← links)
- Improving split-step forward methods by ODE solver for stiff stochastic differential equations (Q2140372) (← links)
- Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies (Q2175837) (← links)
- First-order weak balanced schemes for stochastic differential equations (Q2195961) (← links)
- Numerical analysis of the balanced methods for stochastic Volterra integro-differential equations (Q2245745) (← links)
- T-stability of the Heun method and balanced method for solving stochastic differential delay equations (Q2336524) (← links)
- A class of balanced stochastic Runge-Kutta methods for stiff SDE systems (Q2356068) (← 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)
- A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)
- Reduced-order modelling numerical homogenization (Q2955702) (← links)
- Convergence and stability of the balanced methods for stochastic differential equations with jumps (Q3101609) (← links)
- Balanced implicit methods with strong order 1.5 for solving stochastic differential equations (Q6157960) (← links)
