Pages that link to "Item:Q2301441"

The following pages link to Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441):

Displaying 10 items.

• First order strong convergence of an explicit scheme for the stochastic SIS epidemic model (Q2020517) (← links)
• Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients (Q2154871) (← links)
• Truncated Milstein method for non-autonomous stochastic differential equations and its modification (Q2237930) (← links)
• Strong convergence of explicit schemes for highly nonlinear stochastic differential equations with Markovian switching (Q2242121) (← links)
• Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients (Q5889043) (← links)
• Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model (Q6098976) (← links)
• Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients (Q6161578) (← links)
• Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients (Q6165526) (← links)
• Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients (Q6174717) (← links)
• The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients (Q6191883) (← links)