Pages that link to "Item:Q2468135"
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The following pages link to Mean-square convergence of stochastic multi-step methods with variable step-size (Q2468135):
Displayed 4 items.
- Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations (Q611462) (← links)
- A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods (Q632730) (← links)
- Improved linear multi-step methods for stochastic ordinary differential equations (Q885943) (← links)
- Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise (Q1014901) (← links)