The convergence and MS stability of exponential Euler method for semilinear stochastic differential equations
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Cites work
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- A class of explicit exponential general linear methods
- Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
- Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations
- Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations
- An algorithmic introduction to numerical simulation of stochastic differential equations
- An analysis of stability of Milstein method for stochastic differential equations with delay
- Approximating the coefficients in semilinear stochastic partial differential equations
- Explicit Exponential Runge--Kutta Methods for Semilinear Parabolic Problems
- Generalized Runge-Kutta Processes for Stable Systems with Large Lipschitz Constants
- MS-stability of the Euler--Maruyama method for stochastic differential delay equations
- Mean-Square and Asymptotic Stability of the Stochastic Theta Method
- Mean-square stability of numerical schemes for stochastic differential systems
- Numerical methods for strong solutions of stochastic differential equations: an overview
- Stability Analysis of Numerical Schemes for Stochastic Differential Equations
- Towards a systematic linear stability analysis of numerical methods for systems of stochastic differential equations
- Unconditional stability of explicit exponential Runge-Kutta methods for semi-linear ordinary differential equations
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- Stability of numerical method for semi-linear stochastic pantograph differential equations
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- The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\)
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- A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems
- Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method
- Exponential integrators for stochastic Maxwell's equations driven by Itô noise
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