Pages that link to "Item:Q1015909"

The following pages link to Split-step backward balanced Milstein methods for stiff stochastic systems (Q1015909):

Displaying 23 items.

• Convergence and stability of balanced methods for stochastic delay integro-differential equations (Q275023) (← links)
• Physically consistent simulation of mesoscale chemical kinetics: the non-negative FIS-\(\alpha\) method (Q422512) (← links)
• A class of split-step balanced methods for stiff stochastic differential equations (Q451801) (← links)
• The composite Milstein methods for the numerical solution of Itô stochastic differential equations (Q629486) (← links)
• Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments (Q829106) (← links)
• Split-step forward methods for stochastic differential equations (Q847245) (← links)
• Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps (Q907549) (← links)
• Split-step backward balanced Milstein methods for stiff stochastic systems (Q1015909) (← links)
• The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations (Q1038059) (← links)
• Mean-square stability of split-step theta Milstein methods for stochastic differential equations (Q1720452) (← links)
• Implicit numerical solutions for solving stochastic differential equations with jumps (Q1722219) (← links)
• A family of fully implicit strong Itô-Taylor numerical methods for stochastic differential equations (Q2074870) (← links)
• Solving the stochastic differential systems with modified split-step Euler-Maruyama method (Q2204416) (← links)
• Numerical analysis of the balanced methods for stochastic Volterra integro-differential equations (Q2245745) (← links)
• Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients (Q2246428) (← links)
• A class of balanced stochastic Runge-Kutta methods for stiff SDE systems (Q2356068) (← links)
• Split-step \({\theta}\)-method for stochastic delay differential equations (Q2448647) (← links)
• A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)
• The improved split-step <i>θ</i> methods for stochastic differential equation (Q2931022) (← links)
• Convergence and stability of the balanced methods for stochastic differential equations with jumps (Q3101609) (← links)
• General Full Implicit Strong Taylor Approximations for Stiff Stochastic Differential Equations (Q5079566) (← links)
• (Q6121996) (← links)
• Balanced implicit methods with strong order 1.5 for solving stochastic differential equations (Q6157960) (← links)