THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE
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Cited in
(14)- Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise
- A micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations
- The Monte Carlo wave-function method: a robust adaptive algorithm and a study in convergence
- Numerical stationary distribution and its convergence for nonlinear stochastic differential equations
- \(A\)-stability of Runge-Kutta methods for systems with additive noise
- Mean-square contractivity of stochastic \(\vartheta\)-methods
- Convergence and asymptotic stability of the explicit Steklov method for stochastic differential equations
- Perturbation-based inference for diffusion processes: obtaining effective models from multiscale data
- A numerical method for some stochastic differential equations with multiplicative noise
- High order integrator for sampling the invariant distribution of a class of parabolic stochastic PDEs with additive space-time noise
- Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations
- Numerical simulation of a linear stochastic oscillator with additive noise
- A stable numerical scheme for stochastic differential equations with multiplicative noise
- Mean Square Stability of a Class of Runge-Kutta Methods for 2-Dimensional Stochastic Differential Systems
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