scientific article
From MaRDI portal
Publication:2708029
zbMath0980.60083MaRDI QIDQ2708029
Publication date: 17 April 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)
Related Items
Stability analysis of extended, cubature and unscented Kalman filters for estimating stiff continuous-discrete stochastic systems ⋮ Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods ⋮ Parallel Optimized Sampling for Stochastic Equations ⋮ Mean-square stability analysis of numerical schemes for stochastic differential systems ⋮ The composite Milstein methods for the numerical solution of Itô stochastic differential equations ⋮ Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations ⋮ Asymptotic moment boundedness of the numerical solutions of stochastic differential equations ⋮ Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering ⋮ Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations ⋮ Almost sure exponential stability of the backward Euler-Maruyama scheme for stochastic delay differential equations with monotone-type condition ⋮ Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations ⋮ Implicit Taylor methods for stiff stochastic differential equations ⋮ Mean-square stability properties of an adaptive time-stepping SDE solver ⋮ Almost sure exponential stability of numerical solutions for stochastic delay differential equations ⋮ Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations ⋮ The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations ⋮ Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering ⋮ Stochastic modelling and simulation of PTEN regulatory networks with miRNAs and ceRNAs ⋮ T-stability of the Heun method and balanced method for solving stochastic differential delay equations ⋮ Two-step Milstein schemes for stochastic differential equations