Pages that link to "Item:Q5031844"
From MaRDI portal
The following pages link to Split-step double balanced approximation methods for stiff stochastic differential equations (Q5031844):
Displaying 7 items.
- Improving split-step forward methods by ODE solver for stiff stochastic differential equations (Q2140372) (← links)
- Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients (Q2246428) (← links)
- Study on split-step Rosenbrock type method for stiff stochastic differential systems (Q5030526) (← links)
- (Q6121376) (← links)
- (Q6121996) (← links)
- Balanced implicit methods with strong order 1.5 for solving stochastic differential equations (Q6157960) (← links)
- Mean-square convergence of an explicit derivative-free truncated method for nonlinear SDEs covering the non-commutative noise case (Q6664927) (← links)