Q5038019 (Q5038019): Difference between revisions

From MaRDI portal

Jump to:navigation, search

Latest revision as of 15:42, 30 December 2024

scientific article; zbMATH DE number 7594708

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7594708

Statements

scholarly article

0 references

0 references

0 references

0 references

publication date

29 September 2022

0 references

zbMATH Keywords

non-autonomous stiff stochastic differential equation

0 references

canonical Euler-Maruyama splitting method

0 references

convergence

0 references

stability

0 references

describes a project that uses

0 references

MaRDI profile type

0 references

0 references

A review on stochastic differential equations for applications in hydrology

0 references

Continuous Markov processes and stochastic equations

0 references

0 references

Approximate Integration of Stochastic Differential Equations

0 references

Higher-order implicit strong numerical schemes for stochastic differential equations

0 references

THE NUMERICAL SOLUTION OF NONLINEAR STOCHASTIC DYNAMICAL SYSTEMS: A BRIEF INTRODUCTION

0 references

Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

0 references

Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

0 references

The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients

0 references

The truncated Euler-Maruyama method for stochastic differential equations

0 references

The truncated Milstein method for stochastic differential equations with commutative noise

0 references

$B$-Convergence Theory of Runge--Kutta Methods for Stiff Volterra Functional Differential Equations with Infinite Integration Interval

0 references

Mean-Square and Asymptotic Stability of the Stochastic Theta Method

0 references

Some issues in discrete approximate solution for stochastic differential equations

0 references

Stability Analysis of Numerical Schemes for Stochastic Differential Equations

0 references

Numerical Methods for Stochastic Systems Preserving Symplectic Structure

0 references

Exponential mean-square stability of the improved split-step theta methods for non-autonomous stochastic differential equations

0 references

The composite Euler method for stiff stochastic differential equations

0 references

Balanced Milstein Methods for Ordinary SDEs

0 references

Balanced Implicit Methods for Stiff Stochastic Systems

0 references

The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations

0 references

Two-stage stochastic Runge-Kutta methods for stochastic differential equations

0 references

Implicit Taylor methods for stiff stochastic differential equations

0 references

Numerical methods for strong solutions of stochastic differential equations: an overview

0 references

Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments

0 references

Uniqueness of twisted linear periods and twisted Shalika periods

0 references

A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise

0 references

Canonical Euler splitting method for nonlinear composite stiff evolution equations

0 references

Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations

0 references

Delay-dependent stability analysis of numerical methods for stochastic delay differential equations

0 references

Exponential mean square stability of numerical methods for systems of stochastic differential equations

0 references

Khasminskii-Type Theorems for Stochastic Differential Delay Equations

0 references

Almost sure exponential stability of neutral stochastic differential difference equations

0 references

Almost Sure Exponential Stability in the Numerical Simulation of Stochastic Differential Equations

0 references

LaSalle-type theorems for stochastic differential delay equations

0 references

A note on the LaSalle-type theorems for stochastic differential delay equations

0 references

Numerical methods for nonlinear stochastic differential equations with jumps

0 references

Almost sure exponential stability of numerical solutions for stochastic delay differential equations

0 references

0 references

0 references

Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients

0 references

Identifiers

Mathematics Subject Classification ID

0 references

0 references

zbMATH DE Number

0 references

10.12286/JSSX.J2020-0748

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5038019

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5038019&oldid=39516166"