Convergence and stability of the canonical EM splitting method for nonautonomous stiff stochastic differential equations
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Cites work
- scientific article; zbMATH DE number 50395 (Why is no real title available?)
- scientific article; zbMATH DE number 711262 (Why is no real title available?)
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- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- Approximate Integration of Stochastic Differential Equations
- Balanced Implicit Methods for Stiff Stochastic Systems
- Balanced Milstein Methods for Ordinary SDEs
- Canonical Euler splitting method for nonlinear composite stiff evolution equations
- Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments
- Continuous Markov processes and stochastic equations
- Delay-dependent stability analysis of numerical methods for stochastic delay differential equations
- Exponential mean square stability of numerical methods for systems of stochastic differential equations
- Exponential mean-square stability of the improved split-step theta methods for non-autonomous stochastic differential equations
- Higher-order implicit strong numerical schemes for stochastic differential equations
- Implicit Taylor methods for stiff stochastic differential equations
- Khasminskii-Type Theorems for Stochastic Differential Delay Equations
- LaSalle-type theorems for stochastic differential delay equations
- Mean-Square and Asymptotic Stability of the Stochastic Theta Method
- Numerical Methods for Stochastic Systems Preserving Symplectic Structure
- Numerical methods for nonlinear stochastic differential equations with jumps
- Numerical methods for strong solutions of stochastic differential equations: an overview
- Some issues in discrete approximate solution for stochastic differential equations
- Stability Analysis of Numerical Schemes for Stochastic Differential Equations
- Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations
- Stochastic processes in physics and chemistry.
- Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
- Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
- THE NUMERICAL SOLUTION OF NONLINEAR STOCHASTIC DYNAMICAL SYSTEMS: A BRIEF INTRODUCTION
- The composite Euler method for stiff stochastic differential equations
- The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations
- The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients
- The truncated Euler-Maruyama method for stochastic differential equations
- The truncated Milstein method for stochastic differential equations with commutative noise
- Topology
- Two-stage stochastic Runge-Kutta methods for stochastic differential equations
- Uniqueness of twisted linear periods and twisted Shalika periods
- \(B\)-convergence theory of Runge-Kutta methods for stiff Volterra functional differential equations with infinite integration interval
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