Pages that link to "Item:Q1670357"

The following pages link to On the stability of \(\vartheta\)-methods for stochastic Volterra integral equations (Q1670357):

Displaying 21 items.

• Theoretical and numerical analysis of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients (Q2010247) (← links)
• A two-parameter Milstein method for stochastic Volterra integral equations (Q2059626) (← links)
• Numerical preservation issues in stochastic dynamical systems by \(\vartheta\)-methods (Q2136218) (← links)
• Convergence of the balanced Euler method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients (Q2174958) (← links)
• A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations (Q2184909) (← links)
• Jacobian-dependent vs Jacobian-free discretizations for nonlinear differential problems (Q2190864) (← links)
• Mean-square stability and convergence of a split-step theta method for stochastic Volterra integral equations (Q2196048) (← links)
• Improved \(\vartheta\)-methods for stochastic Volterra integral equations (Q2212047) (← links)
• On the numerical structure preservation of nonlinear damped stochastic oscillators (Q2225510) (← links)
• Perturbative analysis of stochastic Hamiltonian problems under time discretizations (Q2233290) (← links)
• Two-step Runge-Kutta methods for stochastic differential equations (Q2242796) (← links)
• Optimal control of system governed by nonlinear Volterra integral and fractional derivative equations (Q2244979) (← links)
• Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators (Q2301274) (← links)
• Stability issues for selected stochastic evolutionary problems: a review (Q2305960) (← links)
• A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis (Q2632922) (← links)
• A spectral method for stochastic fractional differential equations (Q2633525) (← links)
• Fast \(\theta\)-Maruyama scheme for stochastic Volterra integral equations of convolution type: mean-square stability and strong convergence analysis (Q2695670) (← links)
• A sharp error estimate of Euler‐Maruyama method for stochastic Volterra integral equations (Q6067274) (← links)
• Singular stochastic Volterra integral equations with Mittag–Leffler kernels: well-posedness and strong convergence of <i>θ</i>-Maruyama method (Q6106746) (← links)
• Random periodic solutions of SDEs: existence, uniqueness and numerical issues (Q6144072) (← links)
• How do Monte Carlo estimates affect stochastic geometric numerical integration? (Q6159558) (← links)