Pages that link to "Item:Q1879854"
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The following pages link to Discrete-time approximations of stochastic delay equations: the Milstein scheme. (Q1879854):
Displayed 4 items.
- Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence (Q6096356) (← links)
- Equivalence of stability among stochastic differential equations, stochastic differential delay equations, and their corresponding Euler-Maruyama methods (Q6096991) (← links)
- Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments (Q6126604) (← links)
- An explicit approximation for super-linear stochastic functional differential equations (Q6190447) (← links)