Pages that link to "Item:Q1377295"
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The following pages link to Adams methods for the efficient solution of stochastic differential equations with additive noise (Q1377295):
Displaying 16 items.
- Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
- Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
- Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family (Q870288) (← links)
- Improved linear multi-step methods for stochastic ordinary differential equations (Q885943) (← links)
- Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits (Q1298671) (← links)
- On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations (Q1643316) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Deterministic implicit two-step Milstein methods for stochastic differential equations (Q2244530) (← links)
- Generalized two-step Maruyama methods for stochastic differential equations (Q2333223) (← links)
- Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations (Q2502322) (← links)
- Numerical solution of random differential initial value problems: Multistep methods (Q3068390) (← links)
- The Strong Convergence and Numerical Stability of Multistep Approximations of Solutions of Stochastic Ordinary Differential Equations (Q3423693) (← links)
- Polynomial chaos for the approximation of uncertainties: Chances and limits (Q3503195) (← links)
- Noise analysis in circuit simulation with stochastic differential equations (Q4228320) (← links)
- Generalized two-step Milstein methods for stochastic differential equations (Q5030611) (← links)
- The composite Euler method for stiff stochastic differential equations (Q5939881) (← links)
