No label defined (Q6121376)

scientific article; zbMATH DE number 7809625

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7809625

Statements

instance of

0 references

0 references

27 February 2024

0 references

zbMATH Keywords

stochastic differential equations

0 references

non-globally Lipschitz conditions

0 references

strong convergence rate

0 references

truncated Milstein method

0 references

split-step methods

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Stabilized multilevel Monte Carlo method for stiff stochastic differential equations

0 references

A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems

0 references

Predictor-Corrector Methods of Runge--Kutta Type for Stochastic Differential Equations

0 references

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

0 references

An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process

0 references

Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations

0 references

Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model

0 references

The partially truncated Euler-Maruyama method and its stability and boundedness

0 references

The truncated Milstein method for stochastic differential equations with commutative noise

0 references

Split-step double balanced approximation methods for stiff stochastic differential equations

0 references

Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems

0 references

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

0 references

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

0 references

Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

0 references

Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate

0 references

Truncated Milstein method for non-autonomous stochastic differential equations and its modification

0 references

Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations

0 references

The Convergence of exponential Euler method for weighted fractional stochastic equations

0 references

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

0 references

The truncated Euler-Maruyama method for stochastic differential equations

0 references

Q4826106

0 references

Stochastic differential equations. An introduction with applications.

0 references

Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations

0 references

Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations

0 references

A note on tamed Euler approximations

0 references

Implicit Taylor methods for stiff stochastic differential equations

0 references

Split-step forward methods for stochastic differential equations

0 references

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

0 references

The truncated Milstein method for super-linear stochastic differential equations with Markovian switching

0 references

Identifiers

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

10.22034/CMDE.2022.51249.2132

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6121376