Pages that link to "Item:Q1747313"

The following pages link to Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations (Q1747313):

Displaying 41 items.

• The truncated Euler-Maruyama method for stochastic differential equations (Q492112) (← links)
• Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations (Q509650) (← links)
• The partially truncated Euler-Maruyama method and its stability and boundedness (Q512309) (← links)
• Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961) (← links)
• Strong convergence rates of modified truncated EM method for stochastic differential equations (Q1689432) (← links)
• The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← links)
• A note on the partially truncated Euler-Maruyama method (Q1748428) (← links)
• Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (Q1986138) (← links)
• The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations (Q2008402) (← links)
• Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations (Q2038153) (← links)
• A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations (Q2041810) (← links)
• The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (Q2045299) (← links)
• Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps (Q2048168) (← links)
• Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient (Q2059650) (← links)
• Modeling fast diffusion processes in time integration of stiff stochastic differential equations (Q2084923) (← links)
• Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions (Q2088864) (← links)
• A positivity-preserving numerical algorithm for stochastic age-dependent population system with Lévy noise in a polluted environment (Q2094317) (← links)
• A note on the asymptotic stability of the semi-discrete method for stochastic differential equations (Q2121623) (← links)
• Stationary distribution and probability density function of a stochastic SIRSI epidemic model with saturation incidence rate and logistic growth (Q2128309) (← links)
• Continuous stage stochastic Runge-Kutta methods (Q2138886) (← links)
• The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations (Q2165864) (← links)
• Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with Hölder continuous diffusion coefficient (Q2174239) (← links)
• Truncated Milstein method for non-autonomous stochastic differential equations and its modification (Q2237930) (← links)
• Convergence rate of Euler-Maruyama scheme for stochastic pantograph differential equations (Q2299813) (← links)
• Convergence rates of full-implicit truncated Euler-Maruyama method for stochastic differential equations (Q2318304) (← links)
• The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients (Q2332700) (← links)
• Structure-preserving stochastic Runge-Kutta-Nyström methods for nonlinear second-order stochastic differential equations with multiplicative noise (Q2415164) (← links)
• The truncated EM method for stochastic differential equations with Poisson jumps (Q2423605) (← links)
• Random walk numerical scheme for the steady-state of stochastic differential equations (Q2698368) (← links)
• Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations (Q5028587) (← links)
• Convergence and stability of the two classes of balanced Euler methods for stochastic differential equations with locally Lipschitz coefficients (Q5079436) (← links)
• The Partially Truncated Euler–Maruyama Method for Highly Nonlinear Stochastic Delay Differential Equations with Markovian Switching (Q5111988) (← links)
• Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations (Q6073155) (← links)
• The truncated Euler-Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero (Q6112113) (← links)
• (Q6121996) (← links)
• Stochastic generalized Kolmogorov systems with small diffusion. I: Explicit approximations for invariant probability density function (Q6181283) (← links)
• The logarithmic truncated EM method with weaker conditions (Q6546892) (← links)
• A reliable computational scheme for stochastic unsteady mixed convection flow of Casson nanofluid (Q6574190) (← links)
• Convergence rate of the truncated Euler-Maruyama method for highly nonlinear neutral stochastic differential equations with time-dependent delay (Q6595226) (← links)
• An explicit two-stage truncated Runge-Kutta method for nonlinear stochastic differential equations (Q6607406) (← links)
• On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6614416) (← links)