Pages that link to "Item:Q529908"

The following pages link to Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients (Q529908):

Displaying 29 items.

• Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q298766) (← links)
• 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)
• Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (Q475669) (← links)
• Property and numerical simulation of the Ait-Sahalia-Rho model with nonlinear growth conditions (Q523974) (← links)
• Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations (Q1696428) (← 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)
• The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← links)
• The projected explicit Itô-Taylor methods for stochastic differential equations under locally Lipschitz conditions and polynomial growth conditions (Q1757364) (← links)
• Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (Q1986138) (← links)
• High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise (Q2008448) (← links)
• A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations (Q2041810) (← links)
• Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation (Q2050920) (← links)
• A flexible split-step scheme for solving McKean-Vlasov stochastic differential equations (Q2141250) (← links)
• Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms (Q2146346) (← links)
• On numerical methods to second-order singular initial value problems with additive white noise (Q2161072) (← links)
• Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with Hölder continuous diffusion coefficient (Q2174239) (← links)
• On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions (Q2196049) (← links)
• Truncated Milstein method for non-autonomous stochastic differential equations and its modification (Q2237930) (← links)
• Strong convergence of explicit schemes for highly nonlinear stochastic differential equations with Markovian switching (Q2242121) (← links)
• Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients (Q2246428) (← links)
• Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2247119) (← links)
• Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations (Q2279621) (← links)
• Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
• Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (Q2333245) (← links)
• Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift (Q2335787) (← links)
• Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations (Q2410504) (← links)
• Two-step Maruyama schemes for nonlinear stochastic differential delay equations (Q5743193) (← links)
• Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients (Q5889043) (← links)