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 / full work available at URL @@
+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
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+Pathwise approximation of random ordinary differential equations
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+Pathwise Taylor schemes for random ordinary differential equations
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+Pathwise convergent higher order numerical schemes for random ordinary differential equations
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+The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations
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+Q5400936
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+Multistep methods for SDEs and their application to problems with small noise
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+Improved linear multi-step methods for stochastic ordinary differential equations
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+Higher-order implicit strong numerical schemes for stochastic differential equations
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