Pages that link to "Item:Q732414"

The following pages link to The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations (Q732414):

Displaying 11 items.

• Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q298766) (← links)
• An error corrected Euler-Maruyama method for stiff stochastic differential equations (Q299692) (← links)
• Three-dimensional modeling of tsunami generation and propagation under the effect of stochastic seismic fault source model in linearized shallow-water wave theory (Q469980) (← links)
• The composite Milstein methods for the numerical solution of Itô stochastic differential equations (Q629486) (← links)
• Mean-square stability of analytic solution and Euler-Maruyama method for impulsive stochastic differential equations (Q903038) (← links)
• A stochastic half-space problem in the theory of generalized thermoelastic diffusion including heat source (Q1634105) (← links)
• Implicit numerical solutions for solving stochastic differential equations with jumps (Q1722219) (← links)
• A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise (Q1759581) (← links)
• Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation (Q1785531) (← links)
• An improved Milstein method for stiff stochastic differential equations (Q1795526) (← links)
• (Q5038019) (← links)