Pages that link to "Item:Q492112"

The following pages link to The truncated Euler-Maruyama method for stochastic differential equations (Q492112):

Displaying 50 items.

• The linear Steklov method for SDEs with non-globally Lipschitz coefficients: strong convergence and simulation (Q313640) (← links)
• Order-preserving strong schemes for SDEs with locally Lipschitz coefficients (Q343658) (← links)
• The partially truncated Euler-Maruyama method and its stability and boundedness (Q512309) (← links)
• Numerical solution of two-dimensional weakly singular stochastic integral equations on non-rectangular domains via radial basis functions (Q666815) (← links)
• Improved Euler-Maruyama method for numerical solution of the Itô stochastic differential systems by composite previous-current-step idea (Q723870) (← links)
• Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961) (← links)
• Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay (Q1624650) (← links)
• Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations (Q1636773) (← links)
• Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons (Q1643167) (← links)
• Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms (Q1643817) (← links)
• The truncated Euler-Maruyama method for stochastic differential delay equations (Q1646675) (← links)
• Strong convergence rates of modified truncated EM method for stochastic differential equations (Q1689432) (← links)
• Numerical solution based on hybrid of block-pulse and parabolic functions for solving a system of nonlinear stochastic Itô-Volterra integral equations of fractional order (Q1713098) (← links)
• Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients (Q1716063) (← links)
• Construction of positivity-preserving numerical method for stochastic SIVS epidemic model (Q1716422) (← links)
• Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations (Q1743923) (← links)
• The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← links)
• Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations (Q1747313) (← links)
• A note on the partially truncated Euler-Maruyama method (Q1748428) (← links)
• Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q1755935) (← links)
• The projected explicit Itô-Taylor methods for stochastic differential equations under locally Lipschitz conditions and polynomial growth conditions (Q1757364) (← links)
• Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (Q1986138) (← links)
• Application of hat basis functions for solving two-dimensional stochastic fractional integral equations (Q1993478) (← links)
• Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
• The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations (Q2008402) (← links)
• Convergence rate of the truncated Milstein method of stochastic differential delay equations (Q2009593) (← links)
• Theoretical and numerical analysis of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients (Q2010247) (← links)
• A positivity preserving numerical method for stochastic R\&D model (Q2010576) (← links)
• First order strong convergence of an explicit scheme for the stochastic SIS epidemic model (Q2020517) (← links)
• Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model (Q2029434) (← links)
• Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations (Q2038153) (← links)
• The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (Q2045299) (← links)
• Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps (Q2048168) (← links)
• Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation (Q2050920) (← links)
• Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient (Q2059650) (← links)
• Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients (Q2066224) (← links)
• The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations (Q2066233) (← links)
• The log-asset dynamic with Euler-Maruyama scheme under Wishart processes (Q2068271) (← links)
• Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term (Q2085652) (← links)
• Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions (Q2088864) (← links)
• The truncated Milstein method for super-linear stochastic differential equations with Markovian switching (Q2090322) (← links)
• The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients (Q2106211) (← links)
• Dynamic statistical responses of gear drive based on improved stochastic iteration method (Q2109588) (← links)
• Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching (Q2138859) (← links)
• A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model (Q2143109) (← links)
• Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients (Q2154871) (← links)
• The numerical approximation to a stochastic age-structured HIV/AIDS model with nonlinear incidence rates (Q2160302) (← links)
• Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients (Q2162257) (← links)
• The balanced implicit method of preserving positivity for the stochastic SIQS epidemic model (Q2164647) (← links)
• The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations (Q2165864) (← links)