Pages that link to "Item:Q885943"

The following pages link to Improved linear multi-step methods for stochastic ordinary differential equations (Q885943):

Displaying 7 items.

• Multi-step methods for random ODEs driven by Itô diffusions (Q893125) (← links)
• The stochastic \(\Theta\)-method for nonlinear stochastic Volterra integro-differential equations (Q1724442) (← links)
• Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
• Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion (Q2034423) (← links)
• Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump (Q2069516) (← links)
• Two-step Runge-Kutta methods for stochastic differential equations (Q2242796) (← links)
• Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)