Pages that link to "Item:Q1298673"

The following pages link to Step size control in the numerical solution of stochastic differential equations (Q1298673):

Displaying 21 items.

• Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations (Q509650) (← links)
• Adaptive stepsize based on control theory for stochastic differential equations (Q596212) (← links)
• A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
• Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503) (← links)
• Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
• Improved linear multi-step methods for stochastic ordinary differential equations (Q885943) (← links)
• Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise (Q1014901) (← links)
• An adaptive timestepping algorithm for stochastic differential equations. (Q1421207) (← links)
• A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)
• Step size control for the uniform approximation of systems of stochastic differential equations with additive noise. (Q1884833) (← links)
• Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733) (← links)
• Adaptive time-stepping for the strong numerical solution of stochastic differential equations (Q2340361) (← links)
• An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations (Q2346272) (← links)
• A new adaptive Runge-Kutta method for stochastic differential equations (Q2370676) (← links)
• Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations (Q2709393) (← links)
• A Variable Step Size Riemannian Sum for an Itô Integral (Q3516427) (← links)
• The optimal discretization of stochastic differential equations (Q5938583) (← links)
• Runge-Kutta methods for numerical solution of stochastic differential equations (Q5957938) (← links)
• Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds (Q6064947) (← links)
• Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients (Q6161578) (← links)
• Adaptive stepsize algorithms for Langevin dynamics (Q6638211) (← links)