Pages that link to "Item:Q1587308"
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The following pages link to Adams-type methods for the numerical solution of stochastic ordinary differential equations (Q1587308):
Displayed 11 items.
- Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
- Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations (Q853991) (← links)
- Improved linear multi-step methods for stochastic ordinary differential equations (Q885943) (← links)
- Economical Runge-Kutta methods for numerical solution of stochastic differential equations (Q960026) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations (Q2502322) (← links)
- Numerical solution of stochastic differential problems in the biosciences (Q2570094) (← links)
- Numerical solution of random differential initial value problems: Multistep methods (Q3068390) (← links)
- The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations (Q3091946) (← links)
- The Strong Convergence and Numerical Stability of Multistep Approximations of Solutions of Stochastic Ordinary Differential Equations (Q3423693) (← links)
- The composite Euler method for stiff stochastic differential equations (Q5939881) (← links)