Almost sure and moment exponential stability of predictor-corrector methods for stochastic differential equations (Q2439877): Difference between revisions

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+Numerical simulation of stochastic ordinary differential equations in biomathematical modelling.
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+Q4004325
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+High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
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+Predictor-Corrector Methods of Runge--Kutta Type for Stochastic Differential Equations
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+Stability Analysis of Numerical Schemes for Stochastic Differential Equations
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+Balanced Implicit Methods for Stiff Stochastic Systems
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+High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula
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+Mean-Square and Asymptotic Stability of the Stochastic Theta Method
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+On the boundedness of asymptotic stability regions for the stochastic theta method
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+Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
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+Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
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+Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations
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+STRONG PREDICTOR–CORRECTOR EULER METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS
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