The following pages link to Melvin D. Lax (Q590513):
Displaying 29 items.
- Numerical schemes for random ODEs with affine noise (Q285043) (← links)
- A numerical method for SDEs with discontinuous drift (Q285276) (← links)
- Analysis of a non-autonomous mutualism model driven by Levy jumps (Q316866) (← links)
- On the pathwise approximation of stochastic differential equations (Q329029) (← links)
- Optimal global approximation of stochastic differential equations with additive Poisson noise (Q329304) (← links)
- On stochastic differential equations with arbitrary slow convergence rates for strong approximation (Q344368) (← links)
- A generalized \(\theta\)-scheme for solving backward stochastic differential equations (Q432591) (← links)
- Exponential mean square stability of numerical methods for systems of stochastic differential equations (Q433947) (← links)
- Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition (Q444352) (← links)
- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (Q453249) (← links)
- Strong predictor-corrector Euler-Maruyama methods for stochastic differential equations with Markovian switching (Q455819) (← links)
- Analysis of a general stochastic non-autonomous logistic model with delays and Lévy jumps (Q497734) (← links)
- A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models (Q503350) (← links)
- Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations (Q509650) (← links)
- Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition (Q512843) (← links)
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces (Q512850) (← links)
- Cheap arbitrary high order methods for single integrand SDEs (Q512852) (← links)
- (Q588335) (redirect page) (← links)
- Qualitative analysis of a stochastic ratio-dependent predator-prey system (Q609222) (← links)
- Some analytic approximations for neutral stochastic functional differential equations (Q618045) (← links)
- Discrete time waveform relaxation method for stochastic delay differential equations (Q618079) (← links)
- The composite Milstein methods for the numerical solution of Itô stochastic differential equations (Q629486) (← links)
- Improved rectangular method on stochastic Volterra equations (Q629516) (← links)
- Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes (Q629527) (← links)
- Stability in distribution of competitive Lotka-Volterra system with Markovian switching (Q638853) (← links)
- On the generalization of logarithmic upper function for solution of a linear stochastic differential equation with a nonexponentially stable matrix (Q721865) (← links)
- Second kind Chebyshev wavelet Galerkin method for stochastic Itô-Volterra integral equations (Q727547) (← links)
- Affine periodic solutions for some stochastic differential equations (Q6052571) (← links)
- Probability of existence of limit cycles for a family of planar systems (Q6072862) (← links)
