Pages that link to "Item:Q482399"
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The following pages link to Split-step Milstein methods for multi-channel stiff stochastic differential systems (Q482399):
Displaying 13 items.
- Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations (Q898968) (← links)
- Exponential mean-square stability of the improved split-step theta methods for non-autonomous stochastic differential equations (Q1708061) (← links)
- Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs (Q2007526) (← links)
- Improving split-step forward methods by ODE solver for stiff stochastic differential equations (Q2140372) (← links)
- Solving the stochastic differential systems with modified split-step Euler-Maruyama method (Q2204416) (← links)
- Modified stochastic theta methods by ODEs solvers for stochastic differential equations (Q2206168) (← links)
- Truncated Milstein method for non-autonomous stochastic differential equations and its modification (Q2237930) (← links)
- Double-implicit and split two-step Milstein schemes for stochastic differential equations (Q2958270) (← links)
- Study on split-step Rosenbrock type method for stiff stochastic differential systems (Q5030526) (← links)
- (Q5155921) (← links)
- Balanced implicit methods with strong order 1.5 for solving stochastic differential equations (Q6157960) (← links)
- A brief review on stability investigations of numerical methods for systems of stochastic differential equations (Q6572233) (← links)
- An exponential split-step double balanced \(\vartheta\) Milstein scheme for SODEs with locally Lipschitz continuous coefficients (Q6578280) (← links)
