Pages that link to "Item:Q1743967"

The following pages link to The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967):

Displaying 31 items.

• Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (Q1986138) (← links)
• Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs (Q2007526) (← links)
• Modeling fast diffusion processes in time integration of stiff stochastic differential equations (Q2084923) (← links)
• The truncated Milstein method for super-linear stochastic differential equations with Markovian switching (Q2090322) (← 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)
• Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error (Q2192675) (← links)
• On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions (Q2196049) (← links)
• Truncated Milstein method for non-autonomous stochastic differential equations and its modification (Q2237930) (← links)
• Strong convergence of explicit schemes for highly nonlinear stochastic differential equations with Markovian switching (Q2242121) (← links)
• Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2247119) (← links)
• Invariant measures of the Milstein method for stochastic differential equations with commutative noise (Q2279356) (← links)
• Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations (Q2279621) (← links)
• Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
• Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate (Q2306406) (← links)
• Convergence rates of full-implicit truncated Euler-Maruyama method for stochastic differential equations (Q2318304) (← links)
• Abundant exact soliton solutions of the \((2+1)\)-dimensional Heisenberg ferromagnetic spin chain equation based on the Jacobi elliptic function ideas (Q2690048) (← links)
• (Q5038019) (← links)
• On the approximations of solutions to stochastic differential equations under polynomial condition (Q5084993) (← links)
• A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case (Q6062439) (← links)
• Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations (Q6073155) (← links)
• (Q6121376) (← links)
• (Q6121996) (← links)
• Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients (Q6161578) (← links)
• Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients (Q6165526) (← links)
• Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients (Q6174717) (← links)
• A brief review on stability investigations of numerical methods for systems of stochastic differential equations (Q6572233) (← links)
• A positivity preserving Milstein-type method for stochastic differential equations with positive solutions (Q6572445) (← links)
• An explicit two-stage truncated Runge-Kutta method for nonlinear stochastic differential equations (Q6607406) (← 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)