Pages that link to "Item:Q1759582"
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The following pages link to Stable strong order 1.0 schemes for solving stochastic ordinary differential equations (Q1759582):
Displayed 8 items.
- Approximating explicitly the mean-reverting CEV process (Q1657909) (← links)
- Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations (Q1696428) (← links)
- Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs (Q2007526) (← links)
- First-order weak balanced schemes for stochastic differential equations (Q2195961) (← links)
- A class of balanced stochastic Runge-Kutta methods for stiff SDE systems (Q2356068) (← links)
- Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations (Q2434943) (← links)
- A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (Q4976104) (← links)
- Balanced implicit methods with strong order 1.5 for solving stochastic differential equations (Q6157960) (← links)