Pages that link to "Item:Q492112"

The following pages link to The truncated Euler-Maruyama method for stochastic differential equations (Q492112):

Displaying 42 items.

• Positivity preserving truncated scheme for the stochastic Lotka-Volterra model with small moment convergence (Q6046234) (← links)
• The truncated Euler-Maruyama method for highly nonlinear stochastic differential equations with multiple time delays (Q6047551) (← links)
• Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments (Q6056220) (← links)
• Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations (Q6073155) (← links)
• An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients (Q6073172) (← links)
• Delay Ait-Sahalia-type interest rate model with jumps and its strong approximation (Q6075444) (← links)
• Numerical approximation of a stochastic age‐structured population model in a polluted environment with Markovian switching (Q6088404) (← links)
• The truncated Euler-Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero (Q6112113) (← links)
• (Q6121376) (← links)
• (Q6121996) (← links)
• Strong approximation of a two-factor stochastic volatility model under local Lipschitz condition (Q6123187) (← links)
• The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients (Q6126083) (← links)
• A mathematical modeling and numerical study for stochastic Fisher–SI model driven by space uniform white noise (Q6143590) (← links)
• A strongly monotonic polygonal Euler scheme (Q6149159) (← links)
• Stability of the analytic solution and the partially truncated Euler–Maruyama method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients (Q6159578) (← links)
• Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients (Q6161578) (← links)
• A positivity preserving Lamperti transformed Euler-Maruyama method for solving the stochastic Lotka-Volterra competition model (Q6163085) (← links)
• Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients (Q6165526) (← links)
• A higher order positivity preserving scheme for the strong approximations of a stochastic epidemic model (Q6172011) (← links)
• Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients (Q6174717) (← links)
• The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients (Q6191883) (← links)
• Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion (Q6193957) (← links)
• Strong convergence and extinction of positivity preserving explicit scheme for the stochastic SIS epidemic model (Q6202781) (← links)
• The improvement of the truncated Euler-Maruyama method for non-Lipschitz stochastic differential equations (Q6495877) (← links)
• Weak approximation schemes for SDEs with super-linearly growing coefficients (Q6546887) (← links)
• The logarithmic truncated EM method with weaker conditions (Q6546892) (← links)
• A positivity preserving Milstein-type method for stochastic differential equations with positive solutions (Q6572445) (← links)
• An exponential split-step double balanced \(\vartheta\) Milstein scheme for SODEs with locally Lipschitz continuous coefficients (Q6578280) (← links)
• Weak convergence of tamed exponential integrators for stochastic differential equations (Q6587344) (← links)
• Convergence rate of the truncated Euler-Maruyama method for highly nonlinear neutral stochastic differential equations with time-dependent delay (Q6595226) (← links)
• Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay (Q6596382) (← links)
• Synchronization of the Rössler-Lorenz systems with fractional Brownian motion (Q6599643) (← links)
• An explicit two-stage truncated Runge-Kutta method for nonlinear stochastic differential equations (Q6607406) (← links)
• Mean square stability of the split-step theta method for non-linear time-changed stochastic differential equations (Q6608472) (← links)
• Convergence of the Euler-Maruyama method for stochastic differential equations driven by \(G\)-Brownian motion (Q6614551) (← links)
• Convergence of modified truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients (Q6617015) (← links)
• An unconditional boundary and dynamics preserving scheme for the stochastic epidemic model (Q6617339) (← links)
• Strong convergence of explicit numerical schemes for stochastic differential equations with piecewise continuous arguments (Q6618228) (← links)
• Adaptive stepsize algorithms for Langevin dynamics (Q6638211) (← links)
• An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergence (Q6649258) (← links)
• Convergence and stability of an explicit numerical method for stochastic differential equations with piecewise continuous arguments (Q6653928) (← links)
• Mean-square convergence of an explicit derivative-free truncated method for nonlinear SDEs covering the non-commutative noise case (Q6664927) (← links)