Deterministic implicit two-step Milstein methods for stochastic differential equations (Q2244530): Difference between revisions

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+Hong-Jiong Tian
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+Q4226226
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@@ Property / cites work @@
+Adams-type methods for the numerical solution of stochastic ordinary differential equations
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+Adams methods for the efficient solution of stochastic differential equations with additive noise
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+Higher-order implicit strong numerical schemes for stochastic differential equations
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+Mean-square convergence of stochastic multi-step methods with variable step-size
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+Implicit Taylor methods for stiff stochastic differential equations
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+Two-step Milstein schemes for stochastic differential equations
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