Pages that link to "Item:Q535255"
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The following pages link to On the stability of some second order numerical methods for weak approximation of Itô SDEs (Q535255):
Displaying 8 items.
- Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations (Q268307) (← links)
- A class of split-step balanced methods for stiff stochastic differential equations (Q451801) (← links)
- A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
- Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems (Q747917) (← links)
- Non-diminishing relative error of the predictor-corrector algorithm for certain fractional differential equations (Q2228665) (← 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)
- A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)
