Pages that link to "Item:Q5906987"

The following pages link to Stochastic differential algebraic equations of index 1 and applications in circuit simulation. (Q5906987):

Displaying 28 items.

• A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noise (Q438712) (← links)
• Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise (Q492922) (← links)
• Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
• Stochastic impulse control of parabolic systems of Sobolev type (Q662462) (← links)
• Characterization of bistability for stochastic multistep methods (Q766224) (← links)
• Stability radii of differential-algebraic equations with respect to stochastic perturbations (Q826842) (← links)
• Improved linear multi-step methods for stochastic ordinary differential equations (Q885943) (← links)
• Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise (Q1014901) (← links)
• A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)
• Stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential algebraic equations (Q2063287) (← links)
• Convergence and stability of numerical solutions to a class of index 1 stochastic differential algebraic equations with time delay (Q2266981) (← links)
• Stability analysis of high order Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise (Q2286059) (← links)
• Mean-square convergence of stochastic multi-step methods with variable step-size (Q2468135) (← links)
• One-step approximations for stochastic functional differential equations (Q2490728) (← links)
• Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations (Q2502322) (← links)
• Adjoint equation and Lyapunov regularity for linear stochastic differential algebraic equations of index 1 (Q2811106) (← links)
• LYAPUNOV SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL ALGEBRAIC EQUATIONS OF INDEX-1 (Q3144363) (← links)
• The Strong Convergence and Numerical Stability of Multistep Approximations of Solutions of Stochastic Ordinary Differential Equations (Q3423693) (← links)
• Modelling and simulation of transient noise in circuit simulation (Q3592331) (← links)
• On the History of Differential-Algebraic Equations (Q4556658) (← links)
• Stochastic implicit difference equations of index-1 (Q4963877) (← links)
• Solvability and stability of stochastic singular difference equations with constant coefficient matrices of index-<i>ν</i> (Q5097791) (← links)
• Arnoldi Algorithms with Structured Orthogonalization (Q5151927) (← links)
• Multi-Step Maruyama Methods for Stochastic Delay Differential Equations (Q5421603) (← links)
• Two-Step Scheme for Backward Stochastic Differential Equations (Q5881315) (← links)
• Central exponents of linear stochastic differential-algebraic equations of index 1 (Q6090806) (← links)
• Stochastic descriptor pursuit game (Q6570648) (← links)
• Stability of stochastic differential-algebraic equations with delay (Q6577132) (← links)