The following pages link to A note on the balanced method (Q855290):
Displaying 10 items.
- Convergence and stability of balanced methods for stochastic delay integro-differential equations (Q275023) (← links)
- An error corrected Euler-Maruyama method for stiff stochastic differential equations (Q299692) (← links)
- A boundary preserving numerical algorithm for the Wright-Fisher model with mutation (Q438725) (← links)
- A class of split-step balanced methods for stiff stochastic differential equations (Q451801) (← links)
- A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
- A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
- The composite Milstein methods for the numerical solution of Itô stochastic differential equations (Q629486) (← links)
- The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations (Q732414) (← links)
- Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments (Q829106) (← links)
- Balanced implicit methods with strong order 1.5 for solving stochastic differential equations (Q6157960) (← links)
