Pages that link to "Item:Q611462"

The following pages link to Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations (Q611462):

Displaying 48 items.

• Mean square stability of two classes of theta method for neutral stochastic differential delay equations (Q277194) (← links)
• Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q298766) (← links)
• Split-step \(\theta\)-methods for stochastic age-dependent population equations with Markovian switching (Q425979) (← links)
• Split-step Milstein methods for multi-channel stiff stochastic differential systems (Q482399) (← links)
• \(T\)-stability of the split-step \(\theta\)-methods for linear stochastic delay integro-differential equations (Q644164) (← links)
• The split-step \(\theta \)-methods for stochastic delay Hopfield neural networks (Q693457) (← links)
• Dynamics and simulations of a stochastic predator-prey model with infinite delay and impulsive perturbations (Q721574) (← links)
• Improved Euler-Maruyama method for numerical solution of the Itô stochastic differential systems by composite previous-current-step idea (Q723870) (← links)
• Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Poisson jumps (Q1643373) (← links)
• On the stability of \(\vartheta\)-methods for stochastic Volterra integral equations (Q1670357) (← links)
• On mean square stability and dissipativity of split-step theta method for nonlinear neutral stochastic delay differential equations (Q1677662) (← links)
• Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework (Q1713167) (← links)
• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with Poisson jumps and fractional Brownian motion (Q1713802) (← links)
• Convergence and stability of the compensated split-step \(\theta\)-method for stochastic differential equations with jumps (Q1720270) (← links)
• Mean-square stability of split-step theta Milstein methods for stochastic differential equations (Q1720452) (← links)
• Implicit numerical solutions for solving stochastic differential equations with jumps (Q1722219) (← links)
• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with random jump magnitudes (Q1724972) (← links)
• Exponential stability of the split-step \(\theta \)-method for neutral stochastic delay differential equations with jumps (Q1740134) (← links)
• Split-step collocation methods for stochastic Volterra integral equations (Q1751566) (← links)
• On a stochastic Lotka-Volterra competitive system with distributed delay and general Lévy jumps (Q1792982) (← links)
• Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations (Q2008838) (← links)
• Strong convergence of the split-step theta method for neutral stochastic delay differential equations (Q2012631) (← links)
• The inverse source problem of Cherenkov radiation model (Q2085648) (← links)
• Improving split-step forward methods by ODE solver for stiff stochastic differential equations (Q2140372) (← links)
• Solving the stochastic differential systems with modified split-step Euler-Maruyama method (Q2204416) (← links)
• Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods (Q2213488) (← links)
• Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations (Q2252811) (← links)
• Stability issues for selected stochastic evolutionary problems: a review (Q2305960) (← links)
• Structure-preserving stochastic Runge-Kutta-Nyström methods for nonlinear second-order stochastic differential equations with multiplicative noise (Q2415164) (← links)
• Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q2445217) (← links)
• Split-step \({\theta}\)-method for stochastic delay differential equations (Q2448647) (← links)
• B-convergence of split-step one-leg theta methods for stochastic differential equations (Q2511030) (← links)
• Some derivative-free solvers for numerical solution of SODEs (Q2516347) (← links)
• The improved split-step <i>θ</i> methods for stochastic differential equation (Q2931022) (← links)
• Strong convergence of split-step theta methods for non-autonomous stochastic differential equations (Q2931962) (← links)
• Choice of θ and its effects on stability in the stochastic θ-method of stochastic delay differential equations (Q4903489) (← links)
• Convergence and asymptotic stability of an explicit numerical method for non-autonomous stochastic differential equations (Q4963884) (← links)
• Convergence and stability of split-step theta methods with variable step-size for stochastic pantograph differential equations (Q5026490) (← links)
• Discrete gradient methods and linear projection methods for preserving a conserved quantity of stochastic differential equations (Q5028595) (← links)
• Study on split-step Rosenbrock type method for stiff stochastic differential systems (Q5030526) (← links)
• Strong Convergence Analysis of Split-Step <i>θ</i>-Scheme for Nonlinear Stochastic Differential Equations with Jumps (Q5153697) (← links)
• (Q5155921) (← links)
• Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)
• Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations (Q5168660) (← links)
• Split-step Adams–Moulton Milstein methods for systems of stiff stochastic differential equations (Q5248080) (← links)
• Strong convergence of the split-step<i>θ</i>-method for stochastic age-dependent population equations (Q5266283) (← links)
• Preserving asymptotic mean-square stability of stochastic theta scheme for systems of stochastic delay differential equations (Q5859043) (← links)
• STOCHASTIC PARTITIONED AVERAGED VECTOR FIELD METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH A CONSERVED QUANTITY (Q5859442) (← links)