Pages that link to "Item:Q2954561"
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The following pages link to On Two-step Schemes for SDEs with Small Noise (Q2954561):
Displayed 8 items.
- Improved linear multi-step methods for stochastic ordinary differential equations (Q885943) (← links)
- SDELab: A package for solving stochastic differential equations in MATLAB (Q885951) (← links)
- Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises (Q2123648) (← links)
- Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations (Q2279621) (← links)
- Double-implicit and split two-step Milstein schemes for stochastic differential equations (Q2958270) (← links)
- Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)
- Multi-Step Maruyama Methods for Stochastic Delay Differential Equations (Q5421603) (← links)
- Two-step Maruyama schemes for nonlinear stochastic differential delay equations (Q5743193) (← links)