Pages that link to "Item:Q5470980"
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The following pages link to Multistep methods for SDEs and their application to problems with small noise (Q5470980):
Displayed 17 items.
- Split-step Milstein methods for multi-channel stiff stochastic differential systems (Q482399) (← links)
- A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods (Q632730) (← links)
- Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
- Characterization of bistability for stochastic multistep methods (Q766224) (← links)
- Improved linear multi-step methods for stochastic ordinary differential equations (Q885943) (← links)
- Multi-step methods for random ODEs driven by Itô diffusions (Q893125) (← links)
- A Lax equivalence theorem for stochastic differential equations (Q989145) (← links)
- Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise (Q1014901) (← links)
- A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)
- Two-step Milstein schemes for stochastic differential equations (Q2356076) (← links)
- Mean-square convergence of stochastic multi-step methods with variable step-size (Q2468135) (← links)
- One-step approximations for stochastic functional differential equations (Q2490728) (← links)
- Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations (Q2502322) (← links)
- Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations (Q2511208) (← links)
- The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations (Q3091946) (← links)
- The Strong Convergence and Numerical Stability of Multistep Approximations of Solutions of Stochastic Ordinary Differential Equations (Q3423693) (← links)
- Multi-Step Maruyama Methods for Stochastic Delay Differential Equations (Q5421603) (← links)