Pages that link to "Item:Q5284621"

The following pages link to Stability Analysis of Numerical Schemes for Stochastic Differential Equations (Q5284621):

Displaying 50 items.

• MS-stability of nonnormal stochastic differential systems (Q2184023) (← links)
• A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations (Q2184909) (← links)
• Euler-Maruyama scheme for Caputo stochastic fractional differential equations (Q2186937) (← links)
• Mean-square stability and convergence of a split-step theta method for stochastic Volterra integral equations (Q2196048) (← links)
• Solving the stochastic differential systems with modified split-step Euler-Maruyama method (Q2204416) (← links)
• Modified stochastic theta methods by ODEs solvers for stochastic differential equations (Q2206168) (← links)
• Improved \(\vartheta\)-methods for stochastic Volterra integral equations (Q2212047) (← links)
• Analysis of asymptotic mean-square stability of a class of Runge-Kutta schemes for linear systems of stochastic differential equations (Q2229893) (← links)
• Exponential discrete gradient schemes for a class of stochastic differential equations (Q2237917) (← links)
• Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods (Q2242666) (← links)
• Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations (Q2244013) (← links)
• Deterministic implicit two-step Milstein methods for stochastic differential equations (Q2244530) (← links)
• Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients (Q2246428) (← links)
• Mean square polynomial stability of numerical solutions to a class of stochastic differential equations (Q2251704) (← links)
• Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps (Q2251752) (← links)
• Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations (Q2252758) (← links)
• Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations (Q2252811) (← links)
• Almost sure exponential stability of the backward Euler-Maruyama scheme for stochastic delay differential equations with monotone-type condition (Q2255715) (← links)
• Stability analysis of high order Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise (Q2286059) (← links)
• Numerical algorithms for solving discrete Lyapunov tensor equation (Q2297109) (← links)
• Numerical simulations and modeling for stochastic biological systems with jumps (Q2299766) (← links)
• Stability issues for selected stochastic evolutionary problems: a review (Q2305960) (← links)
• Numerical treatment of stochastic delay differential equations: a global error bound (Q2315842) (← links)
• Generalized two-step Maruyama methods for stochastic differential equations (Q2333223) (← links)
• Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (Q2333245) (← links)
• Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations (Q2345687) (← links)
• A class of balanced stochastic Runge-Kutta methods for stiff SDE systems (Q2356068) (← links)
• Two-step Milstein schemes for stochastic differential equations (Q2356076) (← links)
• Two-step strong order 1.5 schemes for stochastic differential equations (Q2407917) (← links)
• Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations (Q2434943) (← links)
• Almost sure and moment exponential stability of predictor-corrector methods for stochastic differential equations (Q2439877) (← links)
• Asymptotic moment boundedness of the numerical solutions of stochastic differential equations (Q2453095) (← links)
• A derivative-free explicit method with order 1.0 for solving stochastic delay differential equations (Q2453180) (← links)
• Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations (Q2465405) (← links)
• Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations (Q2469616) (← links)
• An analysis of stability of Milstein method for stochastic differential equations with delay (Q2475914) (← links)
• Reliability of difference analogues to preserve stability properties of stochastic Volterra integro-differential equations (Q2491449) (← links)
• Explorations of a family of stochastic Newmark methods in engineering dynamics (Q2494932) (← links)
• Mean-square stability properties of an adaptive time-stepping SDE solver (Q2496261) (← links)
• Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations (Q2502322) (← links)
• Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations (Q2511052) (← links)
• Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations (Q2511208) (← links)
• A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)
• Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations (Q2566265) (← links)
• Numerical solution of stochastic differential problems in the biosciences (Q2570094) (← links)
• Numerical solution of stochastic state-dependent delay differential equations: convergence and stability (Q2670605) (← links)
• Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach (Q2685282) (← links)
• Numerical analysis of explicit one-step methods for stochastic delay differential equations (Q2709393) (← links)
• Explicit Methods for Stiff Stochastic Differential Equations (Q2897255) (← links)
• Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)