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scientific article; zbMATH DE number 7594708

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English	No label defined	scientific article; zbMATH DE number 7594708

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scholarly article

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publication date

29 September 2022

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zbMATH Keywords

non-autonomous stiff stochastic differential equation

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canonical Euler-Maruyama splitting method

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convergence

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stability

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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A review on stochastic differential equations for applications in hydrology

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Continuous Markov processes and stochastic equations

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Approximate Integration of Stochastic Differential Equations

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Higher-order implicit strong numerical schemes for stochastic differential equations

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THE NUMERICAL SOLUTION OF NONLINEAR STOCHASTIC DYNAMICAL SYSTEMS: A BRIEF INTRODUCTION

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Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

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Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

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The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients

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The truncated Euler-Maruyama method for stochastic differential equations

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The truncated Milstein method for stochastic differential equations with commutative noise

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$B$-Convergence Theory of Runge--Kutta Methods for Stiff Volterra Functional Differential Equations with Infinite Integration Interval

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Mean-Square and Asymptotic Stability of the Stochastic Theta Method

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Some issues in discrete approximate solution for stochastic differential equations

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Stability Analysis of Numerical Schemes for Stochastic Differential Equations

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Numerical Methods for Stochastic Systems Preserving Symplectic Structure

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Exponential mean-square stability of the improved split-step theta methods for non-autonomous stochastic differential equations

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The composite Euler method for stiff stochastic differential equations

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Balanced Milstein Methods for Ordinary SDEs

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Balanced Implicit Methods for Stiff Stochastic Systems

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The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations

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Two-stage stochastic Runge-Kutta methods for stochastic differential equations

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Implicit Taylor methods for stiff stochastic differential equations

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Numerical methods for strong solutions of stochastic differential equations: an overview

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Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments

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Uniqueness of twisted linear periods and twisted Shalika periods

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A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise

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Canonical Euler splitting method for nonlinear composite stiff evolution equations

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Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations

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Delay-dependent stability analysis of numerical methods for stochastic delay differential equations

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Exponential mean square stability of numerical methods for systems of stochastic differential equations

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Khasminskii-Type Theorems for Stochastic Differential Delay Equations

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Almost sure exponential stability of neutral stochastic differential difference equations

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Almost Sure Exponential Stability in the Numerical Simulation of Stochastic Differential Equations

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LaSalle-type theorems for stochastic differential delay equations

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A note on the LaSalle-type theorems for stochastic differential delay equations

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Numerical methods for nonlinear stochastic differential equations with jumps

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Almost sure exponential stability of numerical solutions for stochastic delay differential equations

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Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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10.12286/JSSX.J2020-0748

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Sitelinks

Mathematics(1 entry)

mardi Publication:5038019

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