Pages that link to "Item:Q2629249"

The following pages link to Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes (Q2629249):

Displaying 33 items.

• Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition (Q512843) (← links)
• Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
• Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q1755935) (← links)
• The projected explicit Itô-Taylor methods for stochastic differential equations under locally Lipschitz conditions and polynomial growth conditions (Q1757364) (← links)
• Strong convergence of compensated split-step theta methods for SDEs with jumps under monotone condition (Q2007649) (← links)
• First order strong convergence of an explicit scheme for the stochastic SIS epidemic model (Q2020517) (← links)
• A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations (Q2041810) (← links)
• Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation (Q2050920) (← links)
• Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients (Q2066224) (← links)
• The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients (Q2106211) (← links)
• Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients (Q2154871) (← links)
• Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations (Q2162720) (← links)
• On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching (Q2175858) (← links)
• Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition (Q2192600) (← links)
• Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error (Q2192675) (← links)
• Strong convergence of the split-step backward Euler method for stochastic delay differential equations with a nonlinear diffusion coefficient (Q2196055) (← links)
• Strong convergence of explicit schemes for highly nonlinear stochastic differential equations with Markovian switching (Q2242121) (← links)
• Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations (Q2279621) (← links)
• Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition (Q2284759) (← links)
• Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
• Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938) (← links)
• Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes (Q2356605) (← links)
• Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps (Q2662602) (← links)
• On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients (Q2986694) (← links)
• (Q5155921) (← links)
• Backward Euler-Maruyama method for the random periodic solution of a stochastic differential equation with a monotone drift (Q6046200) (← links)
• Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model (Q6098976) (← links)
• Random periodic solutions of SDEs: existence, uniqueness and numerical issues (Q6144072) (← links)
• Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients (Q6165526) (← links)
• A higher order positivity preserving scheme for the strong approximations of a stochastic epidemic model (Q6172011) (← links)
• Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients (Q6174717) (← links)
• Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model (Q6181513) (← links)
• The improvement of the truncated Euler-Maruyama method for non-Lipschitz stochastic differential equations (Q6495877) (← links)