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 9 items.

• Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations (Q5168660) (← links)
• (Q5196518) (← 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)
• Extrapolation of the Stochastic Theta Numerical Method for Stochastic Differential Equations (Q5488655) (← 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)
• Almost sure stability of stochastic theta methods with random variable stepsize for stochastic differential equations (Q6106390) (← links)
• Mean square stability of the split-step theta method for non-linear time-changed stochastic differential equations (Q6608472) (← links)