Pages that link to "Item:Q5470980"
From MaRDI portal
The following pages link to Multistep methods for SDEs and their application to problems with small noise (Q5470980):
Displayed 40 items.
- Split-step Milstein methods for multi-channel stiff stochastic differential systems (Q482399) (← links)
- Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition (Q512843) (← links)
- A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods (Q632730) (← links)
- Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
- Characterization of bistability for stochastic multistep methods (Q766224) (← links)
- Improved linear multi-step methods for stochastic ordinary differential equations (Q885943) (← links)
- Multi-step methods for random ODEs driven by Itô diffusions (Q893125) (← links)
- A Lax equivalence theorem for stochastic differential equations (Q989145) (← links)
- Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise (Q1014901) (← links)
- On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations (Q1643316) (← links)
- Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (Q1689310) (← links)
- The stochastic \(\Theta\)-method for nonlinear stochastic Volterra integro-differential equations (Q1724442) (← links)
- A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)
- Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
- The BDF2-Maruyama method for the stochastic Allen-Cahn equation with multiplicative noise (Q2088823) (← links)
- Convergence and stability of exponential integrators for semi-linear stochastic pantograph integro-differential equations with jump (Q2123633) (← links)
- Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises (Q2123648) (← links)
- Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps (Q2125924) (← links)
- Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition (Q2192600) (← links)
- Strong convergence of explicit schemes for highly nonlinear stochastic differential equations with Markovian switching (Q2242121) (← links)
- Two-step Runge-Kutta methods for stochastic differential equations (Q2242796) (← links)
- Deterministic implicit two-step Milstein methods for stochastic differential equations (Q2244530) (← links)
- Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations (Q2279621) (← links)
- Generalized two-step Maruyama methods for stochastic differential equations (Q2333223) (← links)
- Two-step Milstein schemes for stochastic differential equations (Q2356076) (← links)
- Two-step strong order 1.5 schemes for stochastic differential equations (Q2407917) (← 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)
- Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations (Q2511208) (← links)
- A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis (Q2632922) (← links)
- Double-implicit and split two-step Milstein schemes for stochastic differential equations (Q2958270) (← links)
- The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations (Q3091946) (← links)
- The Strong Convergence and Numerical Stability of Multistep Approximations of Solutions of Stochastic Ordinary Differential Equations (Q3423693) (← links)
- Generalized two-step Milstein methods for stochastic differential equations (Q5030611) (← links)
- Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps (Q5063465) (← links)
- Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)
- Multi-Step Maruyama Methods for Stochastic Delay Differential Equations (Q5421603) (← links)
- Two-step Maruyama schemes for nonlinear stochastic differential delay equations (Q5743193) (← links)
- Two-Step Scheme for Backward Stochastic Differential Equations (Q5881315) (← links)