Pages that link to "Item:Q2007526"
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The following pages link to Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs (Q2007526):
Displaying 7 items.
- Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation (Q2050920) (← links)
- Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients (Q2246428) (← links)
- Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2247119) (← links)
- Mean-square contractivity of stochastic \(\vartheta\)-methods (Q2656022) (← links)
- Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients (Q6161578) (← links)
- Polynomial Propagation of Moments in Stochastic Differential Equations (Q6171191) (← links)
- Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients (Q6174717) (← links)
