Study on split-step Rosenbrock type method for stiff stochastic differential systems (Q5030526): Difference between revisions

@@ Property / describes a project that uses @@
+FLOPS
@@ Property / describes a project that uses: FLOPS / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/00207160.2019.1589459
+Normal rank
@@ Property / OpenAlex ID @@
+W2918246480
@@ Property / OpenAlex ID: W2918246480 / rank @@
+Normal rank
@@ Property / cites work @@
+The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A class of balanced stochastic Runge-Kutta methods for stiff SDE systems
+Normal rank
@@ Property / cites work @@
+A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems
+Normal rank
@@ Property / cites work @@
+Stochastic Runge-Kutta Rosenbrock type methods for SDE systems
+Normal rank
@@ Property / cites work @@
+Split-step double balanced approximation methods for stiff stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Preserving positivity in solutions of discretised stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q5524958
@@ Property / cites work: Q5524958 / rank @@
+Normal rank
@@ Property / cites work @@
+Role of noise in a market model with stochastic volatility
+Normal rank
@@ Property / cites work @@
+Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods
+Normal rank
@@ Property / cites work @@
+A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems
+Normal rank
@@ Property / cites work @@
+The composite Euler method for stiff stochastic differential equations
+Normal rank
@@ Property / cites work @@
+An Intertemporal General Equilibrium Model of Asset Prices
+Normal rank
@@ Property / cites work @@
+A stochastic model for internal HIV dynamics
@@ Property / cites work: A stochastic model for internal HIV dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process
+Normal rank
@@ Property / cites work @@
+Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model
+Normal rank
@@ Property / cites work @@
+The improved split-step <i>θ</i>  methods for stochastic differential equation
+Normal rank
@@ Property / cites work @@
+A class of split-step balanced methods for stiff stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems
+Normal rank
@@ Property / cites work @@
+Constructing positivity preserving numerical schemes for the two-factor CIR model
+Normal rank
@@ Property / cites work @@
+On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method
+Normal rank
@@ Property / cites work @@
+Mean-Square and Asymptotic Stability of the Stochastic Theta Method
+Normal rank
@@ Property / cites work @@
+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Convergence, nonnegativity and stability of a new Milstein scheme with applications to finance
+Normal rank
@@ Property / cites work @@
+Structure preserving stochastic integration schemes in interest rate derivative modeling
+Normal rank
@@ Property / cites work @@
+Stability of regime-switching stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4369402
@@ Property / cites work: Q4369402 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4826106
@@ Property / cites work: Q4826106 / rank @@
+Normal rank
@@ Property / cites work @@
+Balanced Implicit Methods for Stiff Stochastic Systems
+Normal rank
@@ Property / cites work @@
+Boundary Preserving Semianalytic Numerical Algorithms for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Split-step Milstein methods for multi-channel stiff stochastic differential systems
+Normal rank
@@ Property / cites work @@
+On positivity and boundedness of solutions of nonlinear stochastic difference equations
+Normal rank
@@ Property / cites work @@
+Mean-square stability of numerical schemes for stochastic differential systems
+Normal rank
@@ Property / cites work @@
+Q4718663
@@ Property / cites work: Q4718663 / rank @@
+Normal rank
@@ Property / cites work @@
+Five-stage Milstein methods for SDEs
@@ Property / cites work: Five-stage Milstein methods for SDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Construction of positivity preserving numerical method for stochastic age-dependent population equations
+Normal rank
@@ Property / cites work @@
+Implicit Taylor methods for stiff stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Split-step Adams–Moulton Milstein methods for systems of stiff stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Split-step backward balanced Milstein methods for stiff stochastic systems
+Normal rank
@@ Property / cites work @@
+A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise
+Normal rank
@@ Property / cites work @@
+An error corrected Euler-Maruyama method for stiff stochastic differential equations
+Normal rank
@@ Property / Wikidata QID @@
+Q128306805
@@ Property / Wikidata QID: Q128306805 / rank @@
+Normal rank