Pages that link to "Item:Q607519"

The following pages link to A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519):

Displaying 10 items.

• A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
• The truncated Euler-Maruyama method for stochastic differential equations (Q492112) (← links)
• On the stability of some second order numerical methods for weak approximation of Itô SDEs (Q535255) (← links)
• Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503) (← links)
• Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961) (← links)
• Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (Q907562) (← links)
• A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)
• Collocation methods for nonlinear stochastic Volterra integral equations (Q2027681) (← links)
• On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions (Q2196049) (← links)
• Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)