Pages that link to "Item:Q492112"
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The following pages link to The truncated Euler-Maruyama method for stochastic differential equations (Q492112):
Displayed 50 items.
- Strong convergence of semi-implicit split-step methods for SDE with locally Lipschitz coefficients (Q2213530) (← links)
- Adaptive control of Markov jump distributed parameter systems via model reference (Q2219207) (← links)
- Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients (Q2223847) (← links)
- An adaptive Euler-Maruyama scheme for Mckean-Vlasov SDEs with super-linear growth and application to the mean-field Fitzhugh-Nagumo model (Q2229921) (← links)
- First order strong convergence of positivity preserving logarithmic Euler-Maruyama method for the stochastic SIS epidemic model (Q2235036) (← links)
- Truncated Milstein method for non-autonomous stochastic differential equations and its modification (Q2237930) (← links)
- Strong convergence of explicit schemes for highly nonlinear stochastic differential equations with Markovian switching (Q2242121) (← links)
- Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2247119) (← links)
- Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations (Q2279621) (← links)
- Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
- On solving stochastic differential equations (Q2315357) (← links)
- Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations (Q2315868) (← links)
- Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938) (← links)
- Convergence rates of full-implicit truncated Euler-Maruyama method for stochastic differential equations (Q2318304) (← links)
- The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients (Q2332700) (← links)
- Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations (Q2410504) (← links)
- The truncated EM method for stochastic differential equations with Poisson jumps (Q2423605) (← links)
- Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations (Q2423690) (← links)
- Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Markovian switching and variable delay (Q2633519) (← links)
- Fast \(\theta\)-Maruyama scheme for stochastic Volterra integral equations of convolution type: mean-square stability and strong convergence analysis (Q2695670) (← links)
- Random walk numerical scheme for the steady-state of stochastic differential equations (Q2698368) (← links)
- Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations (Q4956927) (← links)
- Convergence and asymptotic stability of an explicit numerical method for non-autonomous stochastic differential equations (Q4963884) (← links)
- Multi-level Monte Carlo methods with the truncated Euler–Maruyama scheme for stochastic differential equations (Q5028557) (← links)
- Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations (Q5028587) (← links)
- A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions (Q5031218) (← links)
- The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise (Q5031226) (← links)
- Convergence and stability of exponential integrators for semi-linear stochastic variable delay integro-differential equations (Q5031259) (← links)
- (Q5038019) (← links)
- Convergence of approximate solutions by heat kernel for transport-diffusion equation in a half-plane (Q5039291) (← links)
- Convergence and stability of the two classes of balanced Euler methods for stochastic differential equations with locally Lipschitz coefficients (Q5079436) (← links)
- Convergence rate of the EM algorithm for SDEs with low regular drifts (Q5087000) (← links)
- The Partially Truncated Euler–Maruyama Method for Highly Nonlinear Stochastic Delay Differential Equations with Markovian Switching (Q5111988) (← links)
- The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition (Q5881402) (← links)
- Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients (Q5889043) (← links)
- Positivity preserving truncated scheme for the stochastic Lotka-Volterra model with small moment convergence (Q6046234) (← links)
- The truncated Euler-Maruyama method for highly nonlinear stochastic differential equations with multiple time delays (Q6047551) (← links)
- Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments (Q6056220) (← links)
- Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations (Q6073155) (← links)
- An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients (Q6073172) (← links)
- A convergent wavelet-based method for solving linear stochastic differential equations included 1D and 2D noise (Q6074160) (← links)
- Delay Ait-Sahalia-type interest rate model with jumps and its strong approximation (Q6075444) (← links)
- Numerical approximation of a stochastic age‐structured population model in a polluted environment with Markovian switching (Q6088404) (← links)
- The truncated Euler-Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero (Q6112113) (← links)
- (Q6121376) (← links)
- (Q6121996) (← links)
- Strong approximation of a two-factor stochastic volatility model under local Lipschitz condition (Q6123187) (← links)
- The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients (Q6126083) (← links)
- A mathematical modeling and numerical study for stochastic Fisher–SI model driven by space uniform white noise (Q6143590) (← links)
- A strongly monotonic polygonal Euler scheme (Q6149159) (← links)