Pages that link to "Item:Q492112"

The following pages link to The truncated Euler-Maruyama method for stochastic differential equations (Q492112):

Displaying 22 items.

• The linear Steklov method for SDEs with non-globally Lipschitz coefficients: strong convergence and simulation (Q313640) (← links)
• Order-preserving strong schemes for SDEs with locally Lipschitz coefficients (Q343658) (← links)
• The partially truncated Euler-Maruyama method and its stability and boundedness (Q512309) (← links)
• Numerical solution of two-dimensional weakly singular stochastic integral equations on non-rectangular domains via radial basis functions (Q666815) (← links)
• Improved Euler-Maruyama method for numerical solution of the Itô stochastic differential systems by composite previous-current-step idea (Q723870) (← links)
• Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961) (← links)
• Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay (Q1624650) (← links)
• Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations (Q1636773) (← links)
• Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons (Q1643167) (← links)
• Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms (Q1643817) (← links)
• The truncated Euler-Maruyama method for stochastic differential delay equations (Q1646675) (← links)
• Strong convergence rates of modified truncated EM method for stochastic differential equations (Q1689432) (← links)
• Numerical solution based on hybrid of block-pulse and parabolic functions for solving a system of nonlinear stochastic Itô-Volterra integral equations of fractional order (Q1713098) (← links)
• Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients (Q1716063) (← links)
• Construction of positivity-preserving numerical method for stochastic SIVS epidemic model (Q1716422) (← links)
• Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations (Q1743923) (← links)
• The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← links)
• Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations (Q1747313) (← links)
• A note on the partially truncated Euler-Maruyama method (Q1748428) (← 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)
• The improvement of the truncated Euler-Maruyama method for non-Lipschitz stochastic differential equations (Q6495877) (← links)