Stability issues for selected stochastic evolutionary problems: a review
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Cites work
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Cited in
(9)- A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations
- A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis
- Theoretical and numerical analysis of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients
- A spectral method for stochastic fractional differential equations
- On the numerical structure preservation of nonlinear damped stochastic oscillators
- Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators
- Convergence of the balanced Euler method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients
- Improved \(\vartheta\)-methods for stochastic Volterra integral equations
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