Higher-order implicit strong numerical schemes for stochastic differential equations (Q1203152): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Q4404205
@@ Property / cites work: Q4404205 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical Solution of Stochastic Differential Equations with Constant Diffusion Coefficients
+Normal rank
@@ Property / cites work @@
+A special stability problem for linear multistep methods
+Normal rank
@@ Property / cites work @@
+Computer simulations of multiplicative stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Numerical integration of stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+Numerical Integration of Multiplicative-Noise Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+A survey of numerical methods for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Stratonovich and Ito Stochastic Taylor Expansions
@@ Property / cites work: Stratonovich and Ito Stochastic Taylor Expansions / rank @@
+Normal rank
@@ Property / cites work @@
+The approximation of multiple stochastic integrals
+Normal rank
@@ Property / cites work @@
+Approximate Integration of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Q4319807
@@ Property / cites work: Q4319807 / rank @@
+Normal rank
@@ Property / cites work @@
+Discretization and simulation of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q3928751
@@ Property / cites work: Q3928751 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3711409
@@ Property / cites work: Q3711409 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3308802
@@ Property / cites work: Q3308802 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical Treatment of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Q3048009
@@ Property / cites work: Q3048009 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf01060070
+Normal rank
@@ Property / OpenAlex ID @@
+W3009005414
@@ Property / OpenAlex ID: W3009005414 / rank @@
+Normal rank