Convergence and asymptotic stability of the explicit Steklov method for stochastic differential equations
DOI10.1016/J.CAM.2015.01.016zbMATH Open1330.65014OpenAlexW2059884443MaRDI QIDQ491006FDOQ491006
Authors: S. Díaz-Infante, Silvia Jerez 
Publication date: 24 August 2015
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2015.01.016
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Cited In (9)
- Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise
- Stochastic asymptotic analysis of a multi-host model with vector transmission
- The linear Steklov method for SDEs with non-globally Lipschitz coefficients: strong convergence and simulation
- Improving the approximation of the first- and second-order statistics of the response stochastic process to the random Legendre differential equation
- Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach
- Exact difference schemes for stochastic differential equations
- A stable numerical scheme for stochastic differential equations with multiplicative noise
- Editorial: Mathematical modeling and computational methods
- Random non-autonomous second order linear differential equations: mean square analytic solutions and their statistical properties
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