Pages that link to "Item:Q421807"

The following pages link to A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems (Q421807):

Displaying 29 items.

• Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations (Q268307) (← links)
• Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations (Q356150) (← links)
• Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (Q369398) (← links)
• A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
• Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (Q458164) (← links)
• Split-step Milstein methods for multi-channel stiff stochastic differential systems (Q482399) (← links)
• Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise (Q492922) (← links)
• Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems (Q747917) (← links)
• Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations (Q898968) (← links)
• Stochastic stability analysis of a reduced galactic dynamo model with perturbed \(\alpha\)-effect (Q1619616) (← links)
• Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (Q1689310) (← links)
• Runge-Kutta Lawson schemes for stochastic differential equations (Q2026355) (← links)
• Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
• Destabilising nonnormal stochastic differential equations (Q2099181) (← links)
• Numerical preservation issues in stochastic dynamical systems by \(\vartheta\)-methods (Q2136218) (← links)
• Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies (Q2175837) (← links)
• Solving the stochastic differential systems with modified split-step Euler-Maruyama method (Q2204416) (← links)
• Improved \(\vartheta\)-methods for stochastic Volterra integral equations (Q2212047) (← links)
• Analysis of asymptotic mean-square stability of a class of Runge-Kutta schemes for linear systems of stochastic differential equations (Q2229893) (← links)
• Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations (Q2244013) (← links)
• Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (Q2333245) (← links)
• An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium (Q2406621) (← links)
• A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)
• Fast \(\theta\)-Maruyama scheme for stochastic Volterra integral equations of convolution type: mean-square stability and strong convergence analysis (Q2695670) (← links)
• High‐order split‐step theta methods for non‐autonomous stochastic differential equations with non‐globally Lipschitz continuous coefficients (Q2814094) (← links)
• Strong convergence of split-step theta methods for non-autonomous stochastic differential equations (Q2931962) (← links)
• A survey of mean-square destabilization of multidimensional linear stochastic differential systems with non-normal drift (Q6109888) (← links)
• (Q6121376) (← links)
• Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral (Q6171371) (← links)