scientific article; zbMATH DE number 4003481
From MaRDI portal
Publication:4728212
Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, stochastic differential equations (65C99) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20)
Recommendations
- A novel approach to construct numerical methods for stochastic differential equations
- scientific article; zbMATH DE number 3984247
- scientific article; zbMATH DE number 956579
- Exact difference schemes for stochastic differential equations
- A family of fully implicit strong Itô-Taylor numerical methods for stochastic differential equations
Cited in
(9)- A family of Chaplygin-type solvers for Itô stochastic differential equations
- Construction of some accelerated methods for solving scalar stochastic differential equations
- A method for the calculation of characteristics for the solution to stochastic differential equations
- A novel approach to construct numerical methods for stochastic differential equations
- An application of new method to obtain probability density function of solution of stochastic differential equations
- Exact difference schemes for stochastic differential equations
- scientific article; zbMATH DE number 3984247 (Why is no real title available?)
- Numerical Methods for Stochastic Differential Equations in Matrix Lie Groups Made Simple
- A new numerical scheme for a class of reflected stochastic differential equations
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4728212)
