The following pages link to (Q5859685):
Displaying 13 items.
- Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion (Q2087506) (← links)
- Destabilising nonnormal stochastic differential equations (Q2099181) (← links)
- Numerical preservation issues in stochastic dynamical systems by \(\vartheta\)-methods (Q2136218) (← links)
- On numerical methods to second-order singular initial value problems with additive white noise (Q2161072) (← links)
- Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients (Q2678366) (← links)
- (Q4705071) (← links)
- Numerical Solution of Free Stochastic Differential Equations (Q6070723) (← links)
- Numerical conservation issues for the stochastic Korteweg-de Vries equation (Q6098942) (← links)
- The dynamical behavior of a class of stochastic vegetation models (Q6108202) (← links)
- An exponential split-step double balanced \(\vartheta\) Milstein scheme for SODEs with locally Lipschitz continuous coefficients (Q6578280) (← links)
- Backward error analysis and the qualitative behaviour of stochastic optimization algorithms: application to stochastic coordinate descent (Q6616289) (← links)
- From zero-mode intermittency to hidden symmetry in random scalar advection (Q6631602) (← links)
- Improved error estimates for a modified exponential Euler method for the semilinear stochastic heat equation with rough initial data (Q6649848) (← links)
