Pages that link to "Item:Q1747313"
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The following pages link to Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations (Q1747313):
Displayed 25 items.
- Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (Q1986138) (← links)
- The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations (Q2008402) (← links)
- Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations (Q2038153) (← links)
- A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations (Q2041810) (← links)
- The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (Q2045299) (← links)
- Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps (Q2048168) (← links)
- Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient (Q2059650) (← links)
- Modeling fast diffusion processes in time integration of stiff stochastic differential equations (Q2084923) (← links)
- A positivity-preserving numerical algorithm for stochastic age-dependent population system with Lévy noise in a polluted environment (Q2094317) (← links)
- A note on the asymptotic stability of the semi-discrete method for stochastic differential equations (Q2121623) (← links)
- Stationary distribution and probability density function of a stochastic SIRSI epidemic model with saturation incidence rate and logistic growth (Q2128309) (← links)
- Continuous stage stochastic Runge-Kutta methods (Q2138886) (← links)
- The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations (Q2165864) (← links)
- Truncated Milstein method for non-autonomous stochastic differential equations and its modification (Q2237930) (← 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)
- Structure-preserving stochastic Runge-Kutta-Nyström methods for nonlinear second-order stochastic differential equations with multiplicative noise (Q2415164) (← links)
- The truncated EM method for stochastic differential equations with Poisson jumps (Q2423605) (← links)
- Random walk numerical scheme for the steady-state of stochastic differential equations (Q2698368) (← links)
- Convergence and stability of the two classes of balanced Euler methods for stochastic differential equations with locally Lipschitz coefficients (Q5079436) (← links)
- The Partially Truncated Euler–Maruyama Method for Highly Nonlinear Stochastic Delay Differential Equations with Markovian Switching (Q5111988) (← links)
- The truncated Euler-Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero (Q6112113) (← links)
- (Q6121996) (← links)
- Stochastic generalized Kolmogorov systems with small diffusion. I: Explicit approximations for invariant probability density function (Q6181283) (← links)
- Truncated Euler–Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient (Q6193376) (← links)