Pages that link to "Item:Q1841953"

The following pages link to Numerical solutions of stochastic differential equations -- implementation and stability issues (Q1841953):

Displaying 48 items.

• Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations (Q268307) (← links)
• Approximation solution of nonlinear Stratonovich Volterra integral equations by applying modification of hat functions (Q268342) (← links)
• High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise (Q297549) (← links)
• Delay-dependent stability analysis of numerical methods for stochastic delay differential equations (Q425348) (← links)
• Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations (Q452876) (← 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)
• \(T\)-stability of the split-step \(\theta\)-methods for linear stochastic delay integro-differential equations (Q644164) (← links)
• Almost sure exponential stability of numerical solutions to stochastic delay Hopfield neural networks (Q669413) (← links)
• An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations (Q679576) (← links)
• The \(\alpha \)th moment stability for the stochastic pantograph equation (Q732113) (← links)
• Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems (Q747917) (← links)
• \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations (Q892706) (← links)
• Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps (Q907549) (← links)
• T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise (Q969172) (← links)
• Almost sure exponential stability of numerical solutions for stochastic delay differential equations (Q981648) (← links)
• Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381) (← links)
• The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations (Q1038059) (← links)
• An adaptive timestepping algorithm for stochastic differential equations. (Q1421207) (← links)
• Mean square stability of second-order weak numerical methods for stochastic differential equations. (Q1427203) (← links)
• Almost sure exponential stability of an explicit stochastic orthogonal Runge-Kutta-Chebyshev method for stochastic delay differential equations (Q1622727) (← links)
• The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations (Q1654737) (← links)
• Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (Q1765478) (← links)
• Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\) (Q1779415) (← links)
• Pricing generalized variance swaps under the Heston model with stochastic interest rates (Q1997863) (← links)
• Analytic solutions for variance swaps with double-mean-reverting volatility (Q2000317) (← links)
• Stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential algebraic equations (Q2063287) (← links)
• Analysis of bias in an Ebola epidemic model by extended Kalman filter approach (Q2229130) (← links)
• Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations (Q2244013) (← links)
• Almost sure exponential stability of the backward Euler-Maruyama scheme for stochastic delay differential equations with monotone-type condition (Q2255715) (← links)
• T-stability of the Heun method and balanced method for solving stochastic differential delay equations (Q2336524) (← links)
• Mean-square stability properties of an adaptive time-stepping SDE solver (Q2496261) (← links)
• Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm (Q2515097) (← links)
• A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)
• T-stability of numerical solutions for linear stochastic differential equations with delay (Q2887504) (← links)
• Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
• Strong convergence of split-step theta methods for non-autonomous stochastic differential equations (Q2931962) (← links)
• Approximation and inference methods for stochastic biochemical kinetics—a tutorial review (Q2971484) (← links)
• Convergence and stability of the balanced methods for stochastic differential equations with jumps (Q3101609) (← links)
• Numerical Solution of Stochastic Differential Equations in Finance (Q3112472) (← links)
• Choice of θ and its effects on stability in the stochastic θ-method of stochastic delay differential equations (Q4903489) (← links)
• Almost sure asymptotic stability and convergence of stochastic Theta methods applied to systems of linear SDEs in (Q4923214) (← links)
• Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations (Q4923217) (← links)
• ON ESTIMATION OF TRANSIENT STOCHASTIC STABILITY OF LINEAR SYSTEMS (Q4932790) (← links)
• T-stability of the Euler method for impulsive stochastic differential equations driven by fractional Brownian motion (Q5086858) (← links)
• Stochastic differential algebraic equations of index 1 and applications in circuit simulation. (Q5906987) (← links)
• Stochastic differential algebraic equations of index 1 and applications in circuit simulation. (Q5967100) (← links)
• PI-VEGAN: Physics Informed Variational Embedding Generative Adversarial Networks for Stochastic Differential Equations (Q6151340) (← links)