Pages that link to "Item:Q2958270"
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The following pages link to Double-implicit and split two-step Milstein schemes for stochastic differential equations (Q2958270):
Displayed 5 items.
- Mean-square stability of split-step theta Milstein methods for stochastic differential equations (Q1720452) (← links)
- A Legendre-based computational method for solving a class of Itô stochastic delay differential equations (Q1736409) (← links)
- Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs (Q2007526) (← links)
- Convergence, non-negativity and stability of a new lobatto IIIC-Milstein method for a pricing option approach based on stochastic volatility model (Q2044133) (← links)
- Discrete gradient methods and linear projection methods for preserving a conserved quantity of stochastic differential equations (Q5028595) (← links)