Q6121996 (Q6121996): Difference between revisions

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+Stability analysis of high order Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise
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+Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations
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+The partially truncated Euler-Maruyama method and its stability and boundedness
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+The truncated Milstein method for stochastic differential equations with commutative noise
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+Split-step double balanced approximation methods for stiff stochastic differential equations
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+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
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+Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations
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+Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate
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+Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations
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+Q5429735
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+Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
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+The truncated Euler-Maruyama method for stochastic differential equations
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+Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations
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+Q4826106
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+A simulation study of the COVID-19 pandemic based on the Ornstein-Uhlenbeck processes
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+Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations
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+A note on tamed Euler approximations
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+Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations
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+Split-step backward balanced Milstein methods for stiff stochastic systems
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+Split-step forward methods for stochastic differential equations
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+Publication:6121996