Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations (Q611462): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Import241208061232 (talk | contribs)
Normalize DOI.
 
(7 intermediate revisions by 6 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.camwa.2010.06.011 / rank
Normal rank
 
Property / author
 
Property / author: Xiao-Hua Ding / rank
Normal rank
 
Property / author
 
Property / author: Xiao-Hua Ding / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.camwa.2010.06.011 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2086468288 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An alternative approach to stochastic calculus for economic and financial models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal vaccination policies for stochastic epidemics among a population of households / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4369402 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-square convergence of stochastic multi-step methods with variable step-size / rank
 
Normal rank
Property / cites work
 
Property / cites work: Three-stage stochastic Runge-Kutta methods for stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of Numerical Schemes for Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A survey of numerical methods for stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4319807 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability Analysis of Numerical Schemes for Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-Square and Asymptotic Stability of the Stochastic Theta Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(A\)-stability and stochastic mean-square stability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some issues in discrete approximate solution for stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-square stability of second-order Runge-Kutta methods for multi-dimensional linear stochastic differential systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of weak numerical schemes for stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4333039 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.CAMWA.2010.06.011 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 22:38, 9 December 2024

scientific article
Language Label Description Also known as
English
Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations
scientific article

    Statements

    Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations (English)
    0 references
    0 references
    0 references
    0 references
    14 December 2010
    0 references
    stochastic differential equations
    0 references
    split-step \(\theta \)-method
    0 references
    mean-square convergence
    0 references
    mean-square stability
    0 references

    Identifiers