Basic concepts of numerical analysis of stochastic differential equations explained by balanced implicit theta methods
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Cited in
(7)- A brief review on stability investigations of numerical methods for systems of stochastic differential equations
- The truncated Milstein method for stochastic differential equations with commutative noise
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- Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations
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- First-order weak balanced schemes for stochastic differential equations
- A stable numerical scheme for stochastic differential equations with multiplicative noise
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