Pages that link to "Item:Q1317867"
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The following pages link to Convergence and stability of implicit Runge-Kutta methods for systems with multiplicative noise (Q1317867):
Displaying 24 items.
- An error corrected Euler-Maruyama method for stiff stochastic differential equations (Q299692) (← links)
- Mean-square stability analysis of numerical schemes for stochastic differential systems (Q408200) (← links)
- On the stability of some second order numerical methods for weak approximation of Itô SDEs (Q535255) (← links)
- Higher-order semi-implicit Taylor schemes for Itô stochastic differential equations (Q654123) (← 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)
- \(A\)-stability of Runge-Kutta methods for systems with additive noise (Q1195926) (← links)
- Mean square stability of second-order weak numerical methods for stochastic differential equations. (Q1427203) (← links)
- Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (Q1765478) (← links)
- On the MS-stability of predictor-corrector schemes for stochastic differential equations (Q1998273) (← links)
- Stochastic modelling of PTEN regulation in brain tumors: a model for glioblastoma multiforme (Q2351768) (← links)
- Mean-square stability properties of an adaptive time-stepping SDE solver (Q2496261) (← 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)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- STRONG PREDICTOR–CORRECTOR EULER METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS (Q3548303) (← links)
- Mean Square Stability of a Class of Runge-Kutta Methods for 2-Dimensional Stochastic Differential Systems (Q4653741) (← links)
- EXPECTATION STABILITY OF SECOND-ORDER WEAK NUMERICAL METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS (Q4796574) (← links)
- Almost sure asymptotic stability and convergence of stochastic Theta methods applied to systems of linear SDEs in (Q4923214) (← links)
- Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise (Q5687775) (← links)
- On the numerical stability of simulation methods for SDEs under multiplicative noise in finance (Q5746752) (← links)
- Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations (Q5884008) (← links)
- Runge-Kutta methods for numerical solution of stochastic differential equations (Q5957938) (← links)
- A brief review on stability investigations of numerical methods for systems of stochastic differential equations (Q6572233) (← links)
