scientific article; zbMATH DE number 834475
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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)
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- The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations
- Some issues in discrete approximate solution for stochastic differential equations
- Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations
- Stable strong order 1.0 schemes for solving stochastic ordinary differential equations
- Almost sure asymptotic stability of drift-implicit -methods for bilinear ordinary stochastic differential equations in R^1
- Numerical solutions of stochastic differential equations -- implementation and stability issues
- Numerical solutions of stochastic differential delay equations under local Lipschitz condition
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- Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion
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- Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps
- Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations
- Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations
- T-stability of the Heun method and balanced method for solving stochastic differential delay equations
- Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations
- A stability criterion for two timescale stochastic approximation schemes
- Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations
- An analysis of stability of Milstein method for stochastic differential equations with delay
- Mean-square stability properties of an adaptive time-stepping SDE solver
- Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations
- Mean square stability of two classes of theta method for neutral stochastic differential delay equations
- T-stability of numerical solutions for linear stochastic differential equations with delay
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- THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE
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- T-stability of the Euler method for impulsive stochastic differential equations driven by fractional Brownian motion
- Preserving asymptotic mean-square stability of stochastic theta scheme for systems of stochastic delay differential equations
- The composite Euler method for stiff stochastic differential equations
- Implicit Taylor methods for stiff stochastic differential equations
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
- Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations
- A note on the probabilistic stability of randomized Taylor schemes
- The composite Milstein methods for the numerical solution of Itô stochastic differential equations
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- The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations
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- Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations
- Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps
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- T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
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