Pages that link to "Item:Q1411128"
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The following pages link to Mean-square stability of numerical schemes for stochastic differential systems (Q1411128):
Displayed 32 items.
- Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations (Q268307) (← links)
- Stabilized multilevel Monte Carlo method for stiff stochastic differential equations (Q347978) (← links)
- Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (Q369398) (← links)
- Convergence and stability of the split-step \(\theta\)-Milstein method for stochastic delay Hopfield neural networks (Q369736) (← links)
- Mean-square stability analysis of numerical schemes for stochastic differential systems (Q408200) (← links)
- A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems (Q421807) (← links)
- Exponential mean square stability of numerical methods for systems of stochastic differential equations (Q433947) (← links)
- Stability of equilibria of randomly perturbed maps (Q523998) (← links)
- Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients (Q529908) (← links)
- On the stability of some second order numerical methods for weak approximation of Itô SDEs (Q535255) (← links)
- A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods (Q632730) (← links)
- Stability analysis of second-order weak schemes for multi-dimensional stochastic differential systems (Q647952) (← links)
- The convergence and MS stability of exponential Euler method for semilinear stochastic differential equations (Q696047) (← links)
- Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations (Q898968) (← links)
- Mean-square stability of analytic solution and Euler-Maruyama method for impulsive stochastic differential equations (Q903038) (← links)
- Mean-square stability of second-order Runge-Kutta methods for multi-dimensional linear stochastic differential systems (Q935778) (← links)
- The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations (Q1038059) (← links)
- Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations (Q1696428) (← links)
- Exponential mean-square stability of the improved split-step theta methods for non-autonomous stochastic differential equations (Q1708061) (← links)
- On the MS-stability of predictor-corrector schemes for stochastic differential equations (Q1998273) (← links)
- Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
- Solving the stochastic differential systems with modified split-step Euler-Maruyama method (Q2204416) (← links)
- Analysis of asymptotic mean-square stability of a class of Runge-Kutta schemes for linear systems of stochastic differential equations (Q2229893) (← links)
- Exponential discrete gradient schemes for a class of stochastic differential equations (Q2237917) (← links)
- Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients (Q2246428) (← links)
- Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations (Q2252758) (← links)
- Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations (Q2285947) (← links)
- Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (Q2333245) (← links)
- Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations (Q2502322) (← links)
- A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)
- High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise (Q3186110) (← links)
- Study on split-step Rosenbrock type method for stiff stochastic differential systems (Q5030526) (← links)