On the stability of some second order numerical methods for weak approximation of Itô SDEs (Q535255): Difference between revisions

@@ Property / DOI @@
-.1007/s11075-010-9417-6
@@ Property / DOI: 10.1007/s11075-010-9417-6 / rank @@
-Normal rank
@@ Property / author @@
+Mohammed Hosseini Ali Abadi
@@ Property / author: Mohammed Hosseini Ali Abadi / 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/10.1007/s11075-010-9417-6
+Normal rank
@@ Property / OpenAlex ID @@
+W2039421080
@@ Property / OpenAlex ID: W2039421080 / rank @@
+Normal rank
@@ Property / cites work @@
+A new adaptive Runge-Kutta method for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Numerical solutions of stochastic differential equations -- implementation and stability issues
+Normal rank
@@ Property / cites work @@
+Stiffly accurate Runge-Kutta methods for stiff stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis
+Normal rank
@@ Property / cites work @@
+Convergence and stability of implicit Runge-Kutta methods for systems with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Mean-Square and Asymptotic Stability of the Stochastic Theta Method
+Normal rank
@@ Property / cites work @@
+An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Stability of weak numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Stahle ROW-Type Weak Scheme for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Q4002301
@@ Property / cites work: Q4002301 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4319807
@@ Property / cites work: Q4319807 / rank @@
+Normal rank
@@ Property / cites work @@
+Balanced Implicit Methods for Stiff Stochastic Systems
+Normal rank
@@ Property / cites work @@
+A General Implicit Splitting for Stabilizing Numerical Simulations of Itô Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+On weak implicit and predictor-corrector methods
@@ Property / cites work: On weak implicit and predictor-corrector methods / rank @@
+Normal rank
@@ Property / cites work @@
+Runge-Kutta methods for Itô stochastic differential equations with scalar noise
+Normal rank
@@ Property / cites work @@
+Second order Runge-Kutta methods for Stratonovich stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Stability Analysis of Numerical Schemes for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Mean-square stability of numerical schemes for stochastic differential systems
+Normal rank
@@ Property / cites work @@
+Implicit Taylor methods for stiff stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A variable step-size control algorithm for the weak approximation of stochastic differential equations
+Normal rank
@@ Property / DOI @@
+.1007/S11075-010-9417-6
@@ Property / DOI: 10.1007/S11075-010-9417-6 / rank @@
+Normal rank