Pages that link to "Item:Q2306406"
From MaRDI portal
The following pages link to Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate (Q2306406):
Displaying 7 items.
- First order strong convergence of an explicit scheme for the stochastic SIS epidemic model (Q2020517) (← links)
- Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations (Q6073155) (← links)
- (Q6121376) (← links)
- (Q6121996) (← links)
- Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments (Q6126604) (← links)
- Positivity-preserving numerical method for a stochastic multi-group SIR epidemic model (Q6167767) (← links)
- Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients (Q6174717) (← links)