Pages that link to "Item:Q1757364"
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The following pages link to The projected explicit Itô-Taylor methods for stochastic differential equations under locally Lipschitz conditions and polynomial growth conditions (Q1757364):
Displaying 6 items.
- A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations (Q2041810) (← links)
- On numerical methods to second-order singular initial value problems with additive white noise (Q2161072) (← links)
- Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients (Q2246428) (← links)
- On the approximations of solutions to stochastic differential equations under polynomial condition (Q5084993) (← links)
- On strong convergence of two numerical methods for singular initial value problems with multiplicative white noise (Q6556737) (← links)
- An exponential split-step double balanced \(\vartheta\) Milstein scheme for SODEs with locally Lipschitz continuous coefficients (Q6578280) (← links)
