Pages that link to "Item:Q5284621"

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

Displaying 50 items.

• Mean-square stability of second-order Runge-Kutta methods for multi-dimensional linear stochastic differential systems (Q935778) (← links)
• Three-stage stochastic Runge-Kutta methods for stochastic differential equations (Q955051) (← links)
• Economical Runge-Kutta methods for numerical solution of stochastic differential equations (Q960026) (← links)
• T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise (Q969172) (← links)
• Almost sure exponential stability of numerical solutions for stochastic delay differential equations (Q981648) (← links)
• Compensated stochastic theta methods for stochastic differential equations with jumps (Q987597) (← links)
• On mean-square stability properties of a new adaptive stochastic Runge-Kutta method (Q1002194) (← links)
• Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381) (← links)
• Split-step backward balanced Milstein methods for stiff stochastic systems (Q1015909) (← links)
• The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations (Q1038059) (← links)
• Mean square stability of second-order weak numerical methods for stochastic differential equations. (Q1427203) (← links)
• Almost sure exponential stability of an explicit stochastic orthogonal Runge-Kutta-Chebyshev method for stochastic delay differential equations (Q1622727) (← links)
• Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure (Q1636771) (← links)
• Mean square stability of two classes of theta methods for numerical computation and simulation of delayed stochastic Hopfield neural networks (Q1643863) (← links)
• On the stability of \(\vartheta\)-methods for stochastic Volterra integral equations (Q1670357) (← links)
• Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (Q1689310) (← links)
• Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations (Q1696428) (← links)
• Stability equivalence between the neutral delayed stochastic differential equations and the Euler-Maruyama numerical scheme (Q1696858) (← links)
• Exponential mean-square stability of the improved split-step theta methods for non-autonomous stochastic differential equations (Q1708061) (← links)
• Mean-square stability of split-step theta Milstein methods for stochastic differential equations (Q1720452) (← links)
• Numerical schemes for stochastic differential equations with variable and distributed delays: the interpolation approach (Q1724398) (← links)
• The semimartingale approach to almost sure stability analysis of a two-stage numerical method for stochastic delay differential equation (Q1724553) (← links)
• Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q1755935) (← links)
• A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise (Q1759581) (← links)
• Stable strong order 1.0 schemes for solving stochastic ordinary differential equations (Q1759582) (← links)
• Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (Q1765478) (← links)
• Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\) (Q1779415) (← links)
• Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation (Q1785531) (← links)
• An improved Milstein method for stiff stochastic differential equations (Q1795526) (← links)
• Numerical solutions of stochastic differential equations -- implementation and stability issues (Q1841953) (← links)
• Numerical solutions of stochastic differential delay equations under local Lipschitz condition (Q1861323) (← links)
• Numerical simulation of a linear stochastic oscillator with additive noise (Q1883488) (← links)
• Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process (Q1925614) (← links)
• High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
• On the MS-stability of predictor-corrector schemes for stochastic differential equations (Q1998273) (← links)
• Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs (Q2007526) (← links)
• Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations (Q2007577) (← links)
• Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients (Q2007787) (← links)
• Mean square stability and almost sure exponential stability of two step Maruyama methods of stochastic delay Hopfield neural networks (Q2008809) (← links)
• Convergence and stability of a numerical method for nonlinear stochastic pantograph equations (Q2017241) (← links)
• Runge-Kutta Lawson schemes for stochastic differential equations (Q2026355) (← links)
• Convergence, non-negativity and stability of a new lobatto IIIC-Milstein method for a pricing option approach based on stochastic volatility model (Q2044133) (← links)
• A two-parameter Milstein method for stochastic Volterra integral equations (Q2059626) (← links)
• Stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential algebraic equations (Q2063287) (← links)
• Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
• Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion (Q2087506) (← links)
• Numerical preservation issues in stochastic dynamical systems by \(\vartheta\)-methods (Q2136218) (← links)
• Improving split-step forward methods by ODE solver for stiff stochastic differential equations (Q2140372) (← links)
• Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with Hölder continuous diffusion coefficient (Q2174239) (← links)
• Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies (Q2175837) (← links)