The following pages link to (Q2708029):
Displayed 20 items.
- Mean-square stability analysis of numerical schemes for stochastic differential systems (Q408200) (← links)
- Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations (Q452876) (← links)
- The composite Milstein methods for the numerical solution of Itô stochastic differential equations (Q629486) (← links)
- The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations (Q732414) (← links)
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations (Q981648) (← links)
- Stability analysis of extended, cubature and unscented Kalman filters for estimating stiff continuous-discrete stochastic systems (Q1640718) (← links)
- Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (Q1765478) (← links)
- Stochastic modelling and simulation of PTEN regulatory networks with miRNAs and ceRNAs (Q2084597) (← links)
- Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering (Q2229127) (← links)
- Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations (Q2252758) (← links)
- Almost sure exponential stability of the backward Euler-Maruyama scheme for stochastic delay differential equations with monotone-type condition (Q2255715) (← links)
- T-stability of the Heun method and balanced method for solving stochastic differential delay equations (Q2336524) (← links)
- Two-step Milstein schemes for stochastic differential equations (Q2356076) (← links)
- Asymptotic moment boundedness of the numerical solutions of stochastic differential equations (Q2453095) (← links)
- Mean-square stability properties of an adaptive time-stepping SDE solver (Q2496261) (← links)
- Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations (Q2511208) (← links)
- Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering (Q2833532) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- Parallel Optimized Sampling for Stochastic Equations (Q2953226) (← links)
- Implicit Taylor methods for stiff stochastic differential equations (Q5939898) (← links)