scientific article; zbMATH DE number 2182375
\(L^2\)-convergence\(p\)-th mean stabilityalmost sure stabilitybalanced implicit methodsconditional mean consistencyconditional mean square consistencylinear-implicit methodsstochastic Kantorovich-Lax-Richtmeyer principlesystems of Itô stochastic differential equationsweak \(V\)-stabilityweak convergence
Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for ordinary differential equations (65L20)
- Balanced Implicit Methods for Stiff Stochastic Systems
- Convergence and stability of the balanced methods for stochastic differential equations with jumps
- scientific article; zbMATH DE number 1216399
- Stabilized Milstein type methods for stiff stochastic systems
- Convergence and stability of balanced methods for stochastic delay integro-differential equations
- Implications of convergence rates in Sinkhorn balancing
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- Construction of positivity preserving numerical method for stochastic age-dependent population equations
- Strong convergence and almost sure exponential stability of balanced numerical approximations to stochastic delay Hopfield neural networks
- The balanced implicit method of preserving positivity for the stochastic SIQS epidemic model
- First-order weak balanced schemes for stochastic differential equations
- Construction of positivity preserving numerical method for jump-diffusion option pricing models
- Basic concepts of numerical analysis of stochastic differential equations explained by balanced implicit theta methods
- Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
- Convergence and stability of the balanced methods for stochastic differential equations with jumps
- A weak local linearization scheme for stochastic differential equations with multiplicative noise
- scientific article; zbMATH DE number 1216399 (Why is no real title available?)
- Balanced Implicit Methods for Stiff Stochastic Systems
- Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations
- scientific article; zbMATH DE number 954636 (Why is no real title available?)
- A stable numerical scheme for stochastic differential equations with multiplicative noise
- On the convergence and well-balanced property of path-conservative numerical schemes for systems of balance laws
- Balanced implicit methods with strong order 1.5 for solving stochastic differential equations
- A brief review on stability investigations of numerical methods for systems of stochastic differential equations
- Optimal mean square E-stability of some balanced midpoint Milstein methods for stochastic differential equations in \(\mathbb{C}^1\)
- Numerical analysis of linearly implicit methods for a stochastic SIS epidemic model
- Mean square A- and L-stability of balanced midpoint Milstein methods for one-dimensional bi-linear stochastic differential equations
- Logistic stochastic differential equations with power-law
- Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process
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