Pages that link to "Item:Q512843"

The following pages link to Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition (Q512843):

Displaying 23 items.

• The partially truncated Euler-Maruyama method and its stability and boundedness (Q512309) (← links)
• On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients (Q2007856) (← links)
• First order strong convergence of an explicit scheme for the stochastic SIS epidemic model (Q2020517) (← links)
• On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps (Q2035526) (← links)
• Exponential mean-square stability properties of stochastic linear multistep methods (Q2045092) (← links)
• Discrete fractional stochastic Grönwall inequalities arising in the numerical analysis of multi-term fractional order stochastic differential equations (Q2060282) (← links)
• Dynamics and approximation of positive solution of the stochastic SIS model affected by air pollutants (Q2086824) (← links)
• The BDF2-Maruyama method for the stochastic Allen-Cahn equation with multiplicative noise (Q2088823) (← links)
• \(L^p\)-convergence rate of backward Euler schemes for monotone SDEs (Q2100550) (← links)
• The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients (Q2106211) (← links)
• Convergence and stability of exponential integrators for semi-linear stochastic pantograph integro-differential equations with jump (Q2123633) (← links)
• Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients (Q2154871) (← links)
• Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations (Q2162720) (← links)
• Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition (Q2192600) (← links)
• Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations (Q2279621) (← links)
• Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
• Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938) (← links)
• Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes (Q2629249) (← links)
• Convergence and stability of exponential integrators for semi-linear stochastic variable delay integro-differential equations (Q5031259) (← links)
• On a discrete fractional stochastic Grönwall inequality and its application in the numerical analysis of stochastic FDEs involving a martingale (Q6106119) (← links)
• Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients (Q6165526) (← links)
• A higher order positivity preserving scheme for the strong approximations of a stochastic epidemic model (Q6172011) (← links)
• Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients (Q6174717) (← links)