A non-standard-Euler–Maruyama scheme (Q2804523): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2245788301
@@ Property / OpenAlex ID: W2245788301 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.2220
@@ Property / arXiv ID: 1411.2220 / rank @@
+Normal rank
@@ Property / cites work @@
+An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Numerical solution of SDE through computer experiments. Including floppy disk
+Normal rank
@@ Property / cites work @@
+Q4309510
@@ Property / cites work: Q4309510 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic consistency: a fundamental principle for constructing nonstandard finite difference schemes for differential equations
+Normal rank
@@ Property / cites work @@
+Balanced Implicit Methods for Stiff Stochastic Systems
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+ICIAM/GAMM 95 Applied Stochastics Optimization
@@ Property / cites work: ICIAM/GAMM 95 Applied Stochastics Optimization / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2804523