Pages that link to "Item:Q1696428"

The following pages link to Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations (Q1696428):

Displaying 20 items.

• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with Poisson jumps and fractional Brownian motion (Q1713802) (← links)
• Mean-square stability of split-step theta Milstein methods for stochastic differential equations (Q1720452) (← links)
• Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\) (Q1779415) (← links)
• Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs (Q2007526) (← links)
• Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations (Q2008838) (← 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)
• Almost sure exponential stability of the Milstein-type schemes for stochastic delay differential equations (Q2124262) (← links)
• Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps (Q2125924) (← links)
• Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients (Q2154871) (← links)
• The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations (Q2165864) (← links)
• Truncated Milstein method for non-autonomous stochastic differential equations and its modification (Q2237930) (← links)
• Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients (Q2246428) (← links)
• Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate (Q2306406) (← links)
• Numerical solution of stochastic state-dependent delay differential equations: convergence and stability (Q2670605) (← links)
• Convergence Analysis of Parareal Algorithm Based on Milstein Scheme for Stochastic Differential Equations (Q3385666) (← links)
• Strong convergence rate for multivalued stochastic differential equations via stochastic theta method (Q5086445) (← links)
• Preserving asymptotic mean-square stability of stochastic theta scheme for systems of stochastic delay differential equations (Q5859043) (← links)
• Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments (Q6126604) (← links)
• Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients (Q6174717) (← links)
• An exponential split-step double balanced \(\vartheta\) Milstein scheme for SODEs with locally Lipschitz continuous coefficients (Q6578280) (← links)