Multi-step methods for random ODEs driven by Itô diffusions (Q893125): Difference between revisions

@@ Property / author @@
-Yusuke Asai
@@ Property / author: Yusuke Asai / rank @@
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@@ Property / author @@
+Yusuke Asai
@@ Property / author: Yusuke Asai / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.cam.2015.08.019
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+W1749914828
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@@ Property / cites work @@
+Q3101969
@@ Property / cites work: Q3101969 / rank @@
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@@ Property / cites work @@
+Stable Integration of Stiff Random Ordinary Differential Equations
+Normal rank
@@ Property / cites work @@
+Pathwise approximation of random ordinary differential equations
+Normal rank
@@ Property / cites work @@
+Pathwise Taylor schemes for random ordinary differential equations
+Normal rank
@@ Property / cites work @@
+Pathwise convergent higher order numerical schemes for random ordinary differential equations
+Normal rank
@@ Property / cites work @@
+The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations
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@@ Property / cites work @@
+Q5400936
@@ Property / cites work: Q5400936 / rank @@
+Normal rank
@@ Property / cites work @@
+Multistep methods for SDEs and their application to problems with small noise
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@@ Property / cites work @@
+Improved linear multi-step methods for stochastic ordinary differential equations
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@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
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@@ Property / cites work @@
+Q4319807
@@ Property / cites work: Q4319807 / rank @@
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@@ Property / cites work @@
+An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
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+A Compendium of Partial Differential Equation Models
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@@ Property / cites work @@
+Q4333039
@@ Property / cites work: Q4333039 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:893125